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Tuesday, December 6, 2016
Monday, December 5, 2016
AI in the investment management industry
To avoid competition with AI, note that humans are better at:
- Common sense (that is hard to be verbalized)
- Social skills (to understand other people's behavior)
- Creatibity (to create a story in the future that cannot be generated only by using the past data.)
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Deep Learning (Regression, Multiple Features/Explanatory Variables, Supervised Learning): Impelementation and Showing Biases and Weights
Deep Learning (Regression, Multiple Features/Explanatory Variables, Supervised Learning): Impelementation and Showing Biases and Weights ...
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Black-Litterman Portfolio Optimization with Python This is a very basic introduction of the Black-Litterman portfolio optimization with t...
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Momentum (trend-following) strategy Time-series (directional, asset-by-asset) Going long a market with recent positive returns Go...
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[1] Financial Turbulence Skulls, Financial Turbulence, and Risk Management Mark Kritzman, CFA, and Yuanzhen Li https://www.cfapubs.org/doi/...