“Finance-weekly-reading”版本间的差异
来自cslt Wiki
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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]] | |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 | + | |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 | |
| 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 |
