“Finance-weekly-reading”版本间的差异
来自cslt Wiki
| （6位用户的25个中间修订版本未显示） | |||
| 第28行： | 第28行： | ||
|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] | |2016-09-20 ||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 | |
| 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 |
