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 2010[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 [[1]] |
| 2016-06-12 | SEQUENTIALMONTECARLOSAMPLINGFORCORRELATEDLATENTLONG-MEMORY TIME-SERIE | Maoning Wang | ICASSP 2016 [[2]] |
| 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 [[3]] |
| 2016-06-17 | 随机微分方程简介 | Author: 陈堰平 | ppt 2008年12月14日 [[4]] |
| 2016-06-17 | Where are contrarian profits due to stock market overreaction | [[5]] |
