“Finance-weekly-reading”版本间的差异
来自cslt Wiki
| 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]] | ||
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| − | |2015-08-05 ||Analysis of Hidden Markov Models and Support vector machines in financial applications|| Rong Liu || Satish Rao Jerry Hong 2010 | + | |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 pdf] |
|- | |- | ||
| − | |2015-08-10 ||NEURAL NETWORKS APPLIED TO STOCK MARKET FORECASTING: AN EMPIRICAL ANALYSIS|| Yang Yu || Leandro Maciel, Rosangela Ballini 2010 | + | |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 Decision Tree-Rough Set Hybrid System for Stock Market Trend Prediction|| Rong Liu || 2010 [http://www.ijcaonline.org/volume6/number9/pxc3871449.pdf pdf] | ||
| 第12行： | 第12行： | ||
|2015-08-12 ||A Comparision of Three Network Portfolio Selection Methods || Dong Wang || 2015 [http://arxiv.org/pdf/1512.01905.pdf pdf] | |2015-08-12 ||A Comparision of Three Network Portfolio Selection Methods || Dong Wang || 2015 [http://arxiv.org/pdf/1512.01905.pdf pdf] | ||
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| − | |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] | + | |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] |
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|2016-06-12 ||SEQUENTIALMONTECARLOSAMPLINGFORCORRELATEDLATENTLONG-MEMORY TIME-SERIE || Maoning Wang|| ICASSP 2016 [[http://cslt.riit.tsinghua.edu.cn/mediawiki/images/b/b4/0006580.pdf]] | |2016-06-12 ||SEQUENTIALMONTECARLOSAMPLINGFORCORRELATEDLATENTLONG-MEMORY TIME-SERIE || Maoning Wang|| ICASSP 2016 [[http://cslt.riit.tsinghua.edu.cn/mediawiki/images/b/b4/0006580.pdf]] | ||
| 第18行： | 第18行： | ||
|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]] | |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]] | ||
|- | |- | ||
| − | |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] | + | |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] |
|- | |- | ||
| − | |2016-06-17 ||Where are contrarian profits due to stock market overreaction|| || [http://www.finance.martinsewell.com/stylized-facts/dependence/LoMacKinlay1990.pdf] | + | |2016-06-17 ||Where are contrarian profits due to stock market overreaction|| || [http://www.finance.martinsewell.com/stylized-facts/dependence/LoMacKinlay1990.pdf pdf] |
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|} | |} | ||
2016年6月17日 (五) 12:48的版本
| 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 pdf |
| 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 [[1]] |
| 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 [[2]] |
| 2016-06-17 | 随机微分方程简介 | Author: 陈堰平 | ppt 2008年12月14日 pdf |
| 2016-06-17 | Where are contrarian profits due to stock market overreaction |
