by GCBC Ventures | Jul 23, 2023 | Finance, Machine Learning, Papers

Quantocracy: This is a curated mashup of quantitative trading links. Reinforcement Learning for Credit Index Option Hedging – Francesco Mandelli, Marco Pinciroli, Michele Trapletti, Edoardo Vittori In this paper, we focus on finding the optimal hedging strategy...
by GCBC Ventures | Jul 16, 2023 | Finance, Machine Learning, Papers

Quantocracy: This is a curated mashup of quantitative trading links. Financial Machine Learning – Bryan T. Kelly, Dacheng Xiu We survey the nascent literature on machine learning in the study of financial markets. We highlight the best examples of what this line...
by GCBC Ventures | Nov 20, 2020 | Machine Learning, Papers

In this paper the authors present a Python version of the Self-Organizing Map (SOM) algorithm that can run in parallel on CPUs and GPUs (via CuPy). Additionally, they speed up the algorithm by: heavily exploiting higher-dimensional operations (e.g., matrix-matrix) to...
by GCBC Ventures | Apr 28, 2020 | Machine Learning, Papers

Deep Learning for Toxicity and Disease Prediction is a collection of 12 articles published as a free ebook. Below is an excerpt.
by GCBC Ventures | Apr 9, 2020 | Machine Learning, Papers

In this paper, the authors modified a seq2seq RNN constructed for language translation to a seq2seq RNN autoencoder (specifically for SMILES input-output) so that the resultant latent data space could be used as molecular fingerprints for subsequent machine learning...
by GCBC Ventures | Apr 7, 2020 | Machine Learning, Papers

In this interesting paper, the authors use a multi input neural network to predict various small molecule properties in which one branch is a multilayer perceptron with MACCS fingerprints and the other is one of a RNN, 1D CNN, 1D CNN-RNN with SMILES. On various data...