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10/31/2022
Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty
Machine learning is an increasingly popular tool with some success in pr...
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01/16/2022
Fractional SDE-Net: Generation of Time Series Data with Long-term Memory
In this paper, we focus on generation of time-series data using neural n...
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12/28/2021
Improving Nonparametric Classification via Local Radial Regression with an Application to Stock Prediction
For supervised classification problems, this paper considers estimating ...
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02/15/2021
Controlling False Discovery Rates Using Null Bootstrapping
We consider controlling the false discovery rate for many tests with unk...
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12/18/2020
Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction
Investors try to predict returns of financial assets to make successful ...
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12/14/2020
Deep Portfolio Optimization via Distributional Prediction of Residual Factors
Recent developments in deep learning techniques have motivated intensive...
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10/03/2020
Policy Gradient with Expected Quadratic Utility Maximization: A New Mean-Variance Approach in Reinforcement Learning
In real-world decision-making problems, risk management is critical. Amo...
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01/29/2020
TPLVM: Portfolio Construction by Student's t-process Latent Variable Model
Optimal asset allocation is a key topic in modern finance theory. To rea...
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10/02/2019