“Finance-weekly-reading”版本间的差异

来自cslt Wiki
跳转至： 导航、 搜索
 
（9位用户的49个中间修订版本未显示）
第4行： 第4行：
 
|2015-08-03 ||Detect & Describe: Deep learning of bank stress in the news || Dong Wang || Samuel Ronnqvist, Peter Sarlin, arxiv 2015.07.25 [[http://arxiv.org/pdf/1507.07870.pdf pdf]]
 
|2015-08-03 ||Detect & Describe: Deep learning of bank stress in the news || Dong Wang || Samuel Ronnqvist, Peter Sarlin, arxiv 2015.07.25 [[http://arxiv.org/pdf/1507.07870.pdf pdf]]
 
|-
 
|-
 +
|2015-08-05 ||Analysis of Hidden Markov Models and Support vector machines in financial applications|| Rong Liu || Satish Rao Jerry Hong  2010[http://www.eecs.berkeley.edu/Pubs/TechRpts/2010/EECS-2010-63.pdf pdf]
 +
|-
 +
|2015-08-10 ||NEURAL NETWORKS APPLIED TO STOCK MARKET FORECASTING: AN EMPIRICAL ANALYSIS|| Yang Yu || Leandro Maciel, Rosangela Ballini  2010 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/7/76/NEURAL_NETWORKS_APPLIED_TO_STOCK_MARKET_FORECASTING_AN_EMPIRICAL_ANALYSIS.pdf pdf]
 +
|-
 +
|2015-08-12 ||A Decision Tree-Rough Set Hybrid System for Stock Market Trend Prediction|| Rong Liu ||  2010 [http://www.ijcaonline.org/volume6/number9/pxc3871449.pdf pdf]
 +
|-
 +
|2015-08-12 ||A Comparision of Three Network Portfolio Selection Methods || Dong Wang ||  2015 [http://arxiv.org/pdf/1512.01905.pdf pdf]
 +
|-
 +
|2016-06-12 ||Online Portfolio Selection: A Survey || Maoning Wang||  January 2014 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/9/9b/A35-li.pdf pdf]
 +
|-
 +
|2016-06-12 ||SEQUENTIALMONTECARLOSAMPLINGFORCORRELATEDLATENTLONG-MEMORY TIME-SERIE || Maoning Wang||  ICASSP 2016 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/b/b4/0006580.pdf pdf]
 +
|-
 +
|2016-06-17 ||PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection|| Author: LiBin||  Machine Learning May 2012, Volume 87, Issue 2, pp 221-258 [http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.421.579&rep=rep1&type=pdf pdf]
 +
|-
 +
|2016-06-17 ||随机微分方程简介|| Author: 陈堰平||  ppt 2008年12月14日 [http://cos.name/wp-content/uploads/2008/12/stochastic-differential-equation-with-r.pdf pdf]
 +
|-
 +
|2016-06-24 ||Where are contrarian profits due to stock market overreaction|| Caixia Wang|| [http://www.finance.martinsewell.com/stylized-facts/dependence/LoMacKinlay1990.pdf pdf]
 +
|-
 +
|2016-07-16 ||Sentiment Analysis in Finance Market Forcast||Dong Wang || [http://wangd.cslt.org/talks/pdf/SentimentAnalysisinFinanceMarketForcast.pptx slides]
 +
|-
 +
|2016-08-20 ||经管量化分析研讨会|| -||[[媒体文件:套利相关策略介绍 章总.pdf|套利相关策略介绍_章总]] [[媒体文件:资管行业 杨忆风 20160617.pdf|资管行业_杨忆风]] [[媒体文件:多因子量化模型简介_201600813.pdf |多因子模型_杨忆风]] [[媒体文件:汪洋-DQNStock.pdf | DQNStock_汪洋]]
 +
|-
 +
|2016-09-20 ||Deep Q-learning||Dong Wang || [http://arxiv.org/pdf/1509.02971v5.pdf paper1] [http://www.iclr.cc/lib/exe/fetch.php?media=iclr2015:silver-iclr2015.pdf slides]
 +
|-
 +
|2016-11-12 ||Generative Adversarial Nets||Yang Wang ||  [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/c/c9/Generative_adversarial_network.pdf slides]
 +
|-
 +
|2017-01-01 ||Deep Direct Reinforcement Learning for Financial Signal Representation and Trading||Yang Wang ||  [[媒体文件:07407387.pdf|paper]]
 +
|-
 +
|2017-02-08 ||Value Iteration Networks||Yang Wang ||  [[媒体文件:Value-iteration-networks.pdf|paper]]
 +
|-
 +
|2017-02-08 ||TOWARDS PRINCIPLED METHODS FOR TRAINING GENERATIVE ADVERSARIAL NETWORKS||Yang Wang ||  [[媒体文件:TOWARDS_PRINCIPLED_METHODS_FOR_TRAINING.pdf |paper]]
 +
|-
 +
|2017-02-08 ||Wasserstein GAN||Yang Wang ||  [[媒体文件:Wasserstein_GAN.pdf |paper]]
 +
|-
 +
|2017-02-13 ||UNDERSTANDING DEEP LEARNING REQUIRES RETHINKING GENERALIZATION||Yang Wang ||  [[媒体文件:UNDERSTANDING_DEEP_LEARNING_REQUIRES_RETHINKING_GENERALIZATION.pdf |paper]] [[媒体文件:Review_understanding_deep_learning_requires_rethinking_generalization.pdf | slides]]
 +
|-
 +
|2017-02-23 ||LEARNING TO ACT BY PREDICTING THE FUTURE||Yang Wang ||  [[媒体文件:LEARNING_TO_ACT_BY_PREDICTING_THE_FUTURE.pdf |paper]]
 +
|-
 +
|2017-06-01 ||Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures||Xin Jing ||  [[媒体文件:Dynamic Hedging - Kroner and Sultan (JFQA, 1993).pdf |paper]][[媒体文件:Slides_for_Dynamic_Hedage.pdf | slides]]
 +
|-
 +
|2017-06-01 ||A_clustering_time_series_model_for_the_optimal_hedge_ratio_decision_making||Wang Yaodong||  [[媒体文件:A_clustering_time_series_model_for_the_optimal_hedge_ratio_decision_making.pdf ‎ |paper]][[媒体文件:A_clustering_time_series_model_for_the_optimal_hedge_ratio.pptx  | slides]]
 +
|-
 +
|2017-08-24 ||Understanding Black-box Predictions via Influence Functions||Yang Wang ||  [[媒体文件:Understanding_Black-box_Predictions_via_Influence_Functions.pdf |paper]][[媒体文件:Appendix_Understanding_Black-box_Predictions_via_Influence_Functions.pdf | appendix]]
 +
|-
 +
|2017-08-24 ||Supervised Principal Component Analysis: Visualization, Classification and Regression on Subspaces and Submanifolds||Yang Wang ||  [[媒体文件:Supervised_Principal_Component_Analysis-_Visualization%2C_Classification_and_Regression_on_Subspace_and_Submanifolds.pdf |paper]]
 +
|-
 +
|2017-11-05 ||Multi Factor Model||Yang Wang ||  [[媒体文件:20150426-国泰君安-数量化专题之五十七：基于组合权重优化的风格中性多因子选股策略.pdf |研报]]  [[媒体文件:MSCI-CNE5-201309.pdf | CNE5]] [[媒体文件:MSCI-USE4-201109.pdf | CNE4]]
 +
|-
 +
|2018-03-31 ||Portfolio Selection||Caixia Wang||  [[媒体文件:Portfolio_Selection.pptx | slides]]
 
|}
 
|}

2018年3月31日 (六) 09:36的最后版本

Time Title Leader Paper
2015-08-03 Detect & Describe: Deep learning of bank stress in the news Dong Wang Samuel Ronnqvist, Peter Sarlin, arxiv 2015.07.25 [pdf]
2015-08-05 Analysis of Hidden Markov Models and Support vector machines in financial applications Rong Liu Satish Rao Jerry Hong 2010pdf
2015-08-10 NEURAL NETWORKS APPLIED TO STOCK MARKET FORECASTING: AN EMPIRICAL ANALYSIS Yang Yu Leandro Maciel, Rosangela Ballini 2010 pdf
2015-08-12 A Decision Tree-Rough Set Hybrid System for Stock Market Trend Prediction Rong Liu 2010 pdf
2015-08-12 A Comparision of Three Network Portfolio Selection Methods Dong Wang 2015 pdf
2016-06-12 Online Portfolio Selection: A Survey Maoning Wang January 2014 pdf
2016-06-12 SEQUENTIALMONTECARLOSAMPLINGFORCORRELATEDLATENTLONG-MEMORY TIME-SERIE Maoning Wang ICASSP 2016 pdf
2016-06-17 PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection Author: LiBin Machine Learning May 2012, Volume 87, Issue 2, pp 221-258 pdf
2016-06-17 随机微分方程简介 Author: 陈堰平 ppt 2008年12月14日 pdf
2016-06-24 Where are contrarian profits due to stock market overreaction Caixia Wang pdf
2016-07-16 Sentiment Analysis in Finance Market Forcast Dong Wang slides
2016-08-20 经管量化分析研讨会 - 套利相关策略介绍_章总 资管行业_杨忆风 多因子模型_杨忆风 DQNStock_汪洋
2016-09-20 Deep Q-learning Dong Wang paper1 slides
2016-11-12 Generative Adversarial Nets Yang Wang slides
2017-01-01 Deep Direct Reinforcement Learning for Financial Signal Representation and Trading Yang Wang paper
2017-02-08 Value Iteration Networks Yang Wang paper
2017-02-08 TOWARDS PRINCIPLED METHODS FOR TRAINING GENERATIVE ADVERSARIAL NETWORKS Yang Wang paper
2017-02-08 Wasserstein GAN Yang Wang paper
2017-02-13 UNDERSTANDING DEEP LEARNING REQUIRES RETHINKING GENERALIZATION Yang Wang paper slides
2017-02-23 LEARNING TO ACT BY PREDICTING THE FUTURE Yang Wang paper
2017-06-01 Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures Xin Jing paper slides
2017-06-01 A_clustering_time_series_model_for_the_optimal_hedge_ratio_decision_making Wang Yaodong paper slides
2017-08-24 Understanding Black-box Predictions via Influence Functions Yang Wang paper appendix
2017-08-24 Supervised Principal Component Analysis: Visualization, Classification and Regression on Subspaces and Submanifolds Yang Wang paper
2017-11-05 Multi Factor Model Yang Wang 研报 CNE5 CNE4
2018-03-31 Portfolio Selection Caixia Wang slides
取自“http://index.cslt.org/mediawiki/index.php?title=Finance-weekly-reading&oldid=29943”