Finance-weekly-reading
来自cslt Wiki
| 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 |
| 2017-01-01 | Deep Direct Reinforcement Learning for Financial Signal Representation and Trading | Yang Wang | paper |
