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2016年9月25日 (日) 01:58Lr讨论 | 贡献的版本

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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