by GCBC Ventures | Sep 3, 2023 | Finance, Machine Learning, Papers

Quantocracy: This is a curated mashup of quantitative trading links. Review of Parameter Tuning Methods for Nature-Inspired Algorithms – Geethu Joy, Christian Huyck, Xin-She Yang Almost all optimization algorithms have algorithm-dependent parameters, and the...
by GCBC Ventures | Aug 27, 2023 | Finance, Machine Learning, Papers

Quantocracy: This is a curated mashup of quantitative trading links. AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment – Tianping Zhang, Yuanqi Li, Yifei Jin, Jian Li The multi-factor model is a...
by GCBC Ventures | Aug 20, 2023 | Finance, Machine Learning, Papers

Quantocracy: This is a curated mashup of quantitative trading links. Portfolio Selection via Topological Data Analysis – Petr Sokerin, Kristian Kuznetsov, Elizaveta Makhneva, Alexey Zaytsev Portfolio management is an essential part of investment decision-making....
by GCBC Ventures | Aug 13, 2023 | Finance, Machine Learning, Papers

Quantocracy: This is a curated mashup of quantitative trading links. AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecasting – Oleksandr Shchur, Caner Turkmen, Nick Erickson, Huibin Shen, Alexander Shirkov, Tony Hu, Yuyang Wang We introduce...
by GCBC Ventures | Aug 6, 2023 | Finance, Machine Learning, Papers

Quantocracy: This is a curated mashup of quantitative trading links. Portfolio Management: A Deep Distributional RL Approach – David Pacheco Aznar This thesis presents the development and implementation of a novel Deep Distributional Reinforcement Learning...
by GCBC Ventures | Jul 30, 2023 | Finance, Machine Learning, Papers

Quantocracy: This is a curated mashup of quantitative trading links. Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling – Masanori Hirano, Kentaro Minami, Kentaro Imajo Deep hedging is a deep-learning-based framework for derivative...