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07/09/2020
Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks
This article explores the use of machine learning models to build a mark...
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02/16/2020
Two-dimensional Multi-fiber Spectrum Image Correction Based on Machine Learning Techniques
Due to limited size and imperfect of the optical components in a spectro...
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01/06/2020
A Note on Portfolio Optimization with Quadratic Transaction Costs
In this short note, we consider mean-variance optimized portfolios with ...
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03/12/2019