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ORCIDAlgorithmic Finance, Volume 8
Volume 8, Numbers 1-2, 2019
- Zachary David:
Information leakage in financial machine learning research. 1-4 - Bàrbara Llacay, Gilbert Peffer:
Impact of short-sales in stock market efficiency. 5-26 - Harya Widiputra
:
Localized trend model for stock market sectoral indexes movement profiling. 27-46 - I. Róbert Sipos, Attila Ceffer, Gábor Horváth, János Levendovszky:
Parallel MCMC sampling of AR-HMMs for prediction based option trading. 47-55 - Wiston Adrián Risso:
Modeling the financial market with labyrinth chaos. 57-75
Volume 8, Numbers 3-4, 2020
- Baptiste Barreau, Laurent Carlier, Damien Challet:
Deep prediction of investor interest: A supervised clustering approach. 77-89 - Ming Fang, Lilian Kuo, Frank Y. Shih, Stephen Taylor:
Sector categorization using gradient boosted trees trained on fundamental firm data. 91-99 - Babak Mahdavi-Damghani, Konul Mustafayeva, Cristin Buescu, Stephen Roberts:
Portfolio optimization for cointelated pairs: SDEs vs Machine learning. 101-125 - Dimitri Kroujiline, Maxim Gusev, Dmitry Ushanov, Sergey V. Sharov, Boris Govorkov:
An endogenous mechanism of business cycles. 127-148
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