“Finance-weekly-reading”版本间的差异

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|2017-01-01 ||Deep Direct Reinforcement Learning for Financial Signal Representation and Trading||Yang Wang ||  [[媒体文件:07407387.pdf|paper]]
 
|2017-01-01 ||Deep Direct Reinforcement Learning for Financial Signal Representation and Trading||Yang Wang ||  [[媒体文件:07407387.pdf|paper]]
 
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|2017-01-01 ||Deep Direct Reinforcement Learning for Financial Signal Representation and Trading||Yang Wang ||  [[媒体文件:Value-iteration-networks.pdf|paper]]
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|2017-02-08 ||Value Iteration Networks||Yang Wang ||  [[媒体文件:Value-iteration-networks.pdf|paper]]
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|2017-02-08 ||TOWARDS PRINCIPLED METHODS FOR TRAINING GENERATIVE ADVERSARIAL NETWORKS||Yang Wang ||  [[媒体文件:TOWARDS_PRINCIPLED_METHODS_FOR_TRAINING.pdf |paper]]
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|2017-02-08 ||Wasserstein GAN||Yang Wang ||  [[媒体文件:Wasserstein_GAN.pdf |paper]]
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|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]]
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|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]]
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|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]]
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|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]]
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|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]]
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|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]]
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|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]]
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|2018-03-31 ||Portfolio Selection||Caixia Wang||  [[媒体文件:Portfolio_Selection.pptx | slides]]  
 
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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”