53

Editorial Introduction: New Mathematical Tools in the Quant Arsenal

Year:
2016
Language:
english
File:
PDF, 105 KB
english, 2016
54

Balanced Hedging and Trading Baskets

Year:
2012
Language:
english
File:
PDF, 1.62 MB
english, 2012
55

Kinetic Component Analysis

Year:
2014
Language:
english
File:
PDF, 942 KB
english, 2014
56

The Portfolio Oversight Decision: A Mixture of Gaussians Approach

Year:
2012
Language:
english
File:
PDF, 1.03 MB
english, 2012
57

The Sharpe Ratio Efficient Frontier

Year:
2011
Language:
english
File:
PDF, 1.43 MB
english, 2011
59

Evaluation and Ranking of Market Forecasters

Year:
2017
Language:
english
File:
PDF, 651 KB
english, 2017
61

The Myth and Reality of Financial Machine Learning (Presentation Slides)

Year:
2018
Language:
english
File:
PDF, 1.36 MB
english, 2018
62

Determining Optimal Trading Rules Without Backtesting

Year:
2014
Language:
english
File:
PDF, 2.29 MB
english, 2014
63

Advances in Financial Machine Learning: Lecture 1/10

Year:
2018
Language:
english
File:
PDF, 2.42 MB
english, 2018
67

Flow Toxicity and Liquidity in a High Frequency World

Year:
2012
Language:
english
File:
PDF, 5.87 MB
english, 2012
72

INVITED EDITORIAL COMMENT

Year:
2016
Language:
english
File:
PDF, 187 KB
english, 2016
73

INVITED EDITORIAL COMMENT

Year:
2017
Language:
english
File:
PDF, 99 KB
english, 2017
75

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization

Year:
2013
Language:
english
File:
PDF, 401 KB
english, 2013
76

Drawdown-Based Stop-Outs and the 'Triple Penance' Rule

Year:
2012
Language:
english
File:
PDF, 840 KB
english, 2012
78

Advances in Cointegration and Subset Correlation Hedging Methods

Year:
2012
Language:
english
File:
PDF, 929 KB
english, 2012
79

Assessing Investment Performance under Non-Normal and Serially-Correlated Returns

Year:
2012
Language:
english
File:
PDF, 1.08 MB
english, 2012
82

Managing Risks in a Risk-On/Risk-Off Environment

Year:
2012
Language:
english
File:
PDF, 1.25 MB
english, 2012
83

Advances in Financial Machine Learning: Lecture 4/10

Year:
2018
Language:
english
File:
PDF, 2.11 MB
english, 2018
84

Advances in Financial Machine Learning: Lecture 3/10

Year:
2018
Language:
english
File:
PDF, 1.53 MB
english, 2018
85

Advances in Financial Machine Learning: Lecture 7/10

Year:
2018
Language:
english
File:
PDF, 1.40 MB
english, 2018
88

Do Financial Gurus Produce Reliable Forecasts?

Year:
2018
Language:
english
File:
PDF, 333 KB
english, 2018
89

Optimal Execution Horizon

Year:
2012
Language:
english
File:
PDF, 1.44 MB
english, 2012
99

Age-related difference on weight transfer during unconstrained standing

Year:
2011
Language:
english
File:
PDF, 223 KB
english, 2011