The European Association for Data Science organises a summer school Data Science for Explainable and Trustworthy AI Wednesday June 7th to Friday June 9th 2023 in Kirchberg, Luxembourg. The summer school is preceded by a public opening event on Tuesday…
Prof. Wolfgang Haerdle, compared the effectiveness of GARCH models, machine learning and deep learning algorithms in risk modeling on the example of cryptocurrencies. Yifu Wang discussed the use of dynamic network analysis to analyze risk associations between cryptocurrency exchanges. Raul Bag talked about Quantinar –…
Application of standard asset pricing models like CAPM on cryptocurrencies and testing of efficiency via Generalized Method of Moments (GMM).
Rui REN, Zijin WANG HU Berlin and Wei Baio WU, Chicago U, apply network theory to a stock market network. Network risk is decomposed into isolatable factors. A centrality constraint is used to construct a robust portfolio in high-dimensions.
Brief introduction on the mathematics behind the popular machine learning tool called Support Vector Machine (SVM): the Reproducing Kernel Hilbert Space.
Fraud Detection Reddit Sentiment BTC Returns Using Machine Learning to Predict The Price of Taiwan Top 50 Tracker Fund Tweet Analysis: Covid-19 in Switzerland Sentiment Analysis – Putin’s Speeches about the war Words Elon Musk Used Most in a Sample…
Huei-Wen TENG Yung-Chi CHA and WK Härdle won a gold award on the futures and options conference 8.12.2022 price with the paper “Stochastic volatility dynamics hedging for inverse BTC options”.
Today we started this class in 复旦大学, wonderful athmosphere, good mood and perfect slides. The quantlet technology is really exciting. Hope to see more of this inspring Machine Learning tools in the next classes
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