Regime-switching poses both problems and opportunities for portfolio
man...
Previous attempts to predict stock price from limit order book (LOB) dat...
This paper extends boolean particle swarm optimization to a multi-object...
We propose a novel output layer activation function, which we name ASTra...
Regime detection is vital for the effective operation of trading and
inv...
While deep learning models have seen recent high uptake in the geoscienc...
This work proposes a novel portfolio management technique, the Meta Port...
Intra-day price variations in financial markets are driven by the sequen...
In this paper we propose a deep recurrent architecture for the probabili...
In this paper we propose a deep recurrent model based on the order flow ...
Cryptocurrencies have recently experienced a new wave of price volatilit...