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07/25/2023
Transfer Learning for Portfolio Optimization
In this work, we explore the possibility of utilizing transfer learning ...
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04/11/2023
Crediting football players for creating dangerous actions in an unbiased way: the generation of threat (GoT) indices
We introduce an innovative methodology to identify football players at t...
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04/11/2023
Towards systematic intraday news screening: a liquidity-focused approach
News can convey bearish or bullish views on financial assets. Institutio...
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01/27/2023
Feasibility and Transferability of Transfer Learning: A Mathematical Framework
Transfer learning is an emerging and popular paradigm for utilizing exis...
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12/21/2022
What should clubs monitor to predict future value of football players
Huge amounts of money are invested every year by football clubs on trans...
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12/14/2022
Towards mapping the contemporary art world with ArtLM: an art-specific NLP model
With an increasing amount of data in the art world, discovering artists ...
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10/03/2022
Statistical inference for rough volatility: Central limit theorems
In recent years, there has been substantive empirical evidence that stoc...
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10/03/2022
Statistical inference for rough volatility: Minimax Theory
Rough volatility models have gained considerable interest in the quantit...
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07/12/2022
Docent: A content-based recommendation system to discover contemporary art
Recommendation systems have been widely used in various domains such as ...
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06/28/2022
On the universality of the volatility formation process: when machine learning and rough volatility agree
We train an LSTM network based on a pooled dataset made of hundreds of l...
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12/22/2014