Finance-weekly-reading

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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
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