An introduction to implementing 5 basic quant strategies on Quantopian. Presented to the Bay Area Algorithmic Trading Group and the Bay Area Trading Signals meetup groups…
Foundations and Trends R in Finance Vol. 2, No. 2 (2006) 83–190 c 2007 G. O. Argon and W. E. Ferson DOI: 10.1561/0500000015 Portfolio Performance Evaluation George O. Aragon1…
Dynamic aspects of Information Retrieval (IR), including changes found in data, users and systems, are increasingly being utilized in search engines and information filtering…
Bayesian Belief Network Simulation Changyun Wang Department of Computer Science Florida State University February 24, 2003 Abstract A Bayesain belief network is a graphical…
Portfolio Optimization and Stochastic Control. Closed-Form Solutions to the HJB Equation through Lie Symmetries. Solomon M. Antoniou SKEMSYS Scientific Knowledge Engineering…
REFERENCES Abarbanell, Jeffrey S. and John P. Bonin. 1997. “Bank Privatization in Poland: The Case of Bank Slaski,”Journal of Comparative Economics 25, pp. 31-61. Adams,…