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Computation Theory eJournal

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Viewing: 1 - 50 of 2,991 papers

1.

A Simplified Approach to Understanding the Kalman Filter Technique

Number of pages: 24 Posted: 07 May 2005 Last Revised: 17 Apr 2008
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Downloads 20,784
2.

The Alpha Engine: Designing an Automated Trading Algorithm

High Performance Computing in Finance, Chapman & Hall/CRC Series in Mathematical Finance, 2017
Number of pages: 29 Posted: 12 Apr 2017 Last Revised: 03 May 2017
Working Paper Series
Flov technologies, Department of Banking and Finance, UZH and Lykke Corp
Downloads 11,109
3.

Algorithmic and Advanced Programming in Python - Syllabus in Computer Science, Decision Making & Data - Masterclass 3

Number of pages: 51 Posted: 03 Nov 2021 Last Revised: 17 Nov 2021
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 10,916
4.

Machine Learning in Asset Management

JFDS: https://jfds.pm-research.com/content/2/1/10
Number of pages: 65 Posted: 18 Jul 2019 Last Revised: 23 Jun 2020
Working Paper Series
The Alan Turing Institute
Downloads 9,788
5.

A Closed-Form Solution for Optimal Mean-Reverting Trading Strategies

Number of pages: 32 Posted: 09 Mar 2020 Last Revised: 24 Mar 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 8,439
6.

Slave to the Algorithm? Why a 'Right to an Explanation' Is Probably Not the Remedy You Are Looking For

16 Duke Law & Technology Review 18 (2017)
Number of pages: 67 Posted: 24 May 2017 Last Revised: 06 Dec 2017
Accepted Paper Series
University of Newcastle - Law School and University College London, Faculty of Laws
Downloads 7,003
7.

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization

Algorithms, 6(1), pp.169-196, 2013
Number of pages: 29 Posted: 08 Jan 2013 Last Revised: 02 Jan 2016
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 6,825
8.

p-Hacking in A/B Testing

Number of pages: 46 Posted: 18 Jul 2018 Last Revised: 21 Jul 2022
Working Paper Series
University of Pennsylvania - The Wharton School, OpenDoor, Independent and University of Pennsylvania - Marketing Department
Downloads 6,564
9.

A Simple Approach to the Pricing of Bermudan Swaptions in the Multi-Factor Libor Market Model

Number of pages: 26 Posted: 07 Apr 1999
Working Paper Series
Bank of America
Downloads 6,408
10.

Tactical Investment Algorithms

Number of pages: 11 Posted: 30 Sep 2019 Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 6,195
11.

A Robust Estimator of the Efficient Frontier

Number of pages: 16 Posted: 18 Oct 2019 Last Revised: 04 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,872
12.

Advances in Financial Machine Learning: Numerai's Tournament (seminar slides)

Number of pages: 40 Posted: 25 Nov 2019 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,697
13.

Disease Prediction From Various Symptoms Using Machine Learning

Number of pages: 7 Posted: 08 Oct 2020
Working Paper Series
K. J. Somaiya College of Engineering, K. J. Somaiya college of engineering, University of Mumbai - K. J. Somaiya College of Engineering (K.J.S.C.E.), K. J. Somaiya College of Engineering, K. J. Somaiya College of Engineering, K. J. Somaiya College of Engineering, K. J. Somaiya College of Engineering and K. J. Somaiya college of EngineeringNinad's research Lab
Downloads 4,526
14.

Estimation of Theory-Implied Correlation Matrices

Number of pages: 18 Posted: 20 Nov 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,348
15.

Machine Learning for Asset Managers (Chapter 1)

Cambridge Elements, 2020
Number of pages: 45 Posted: 27 Apr 2020
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,082
16.

Advanced Course in Asset Management (Presentation Slides)

Number of pages: 1520 Posted: 08 Feb 2021
Working Paper Series
Amundi Asset Management
Downloads 3,961
17.

A Crash Course in Good and Bad Controls

Number of pages: 30 Posted: 29 Oct 2020 Last Revised: 21 Mar 2022
Working Paper Series
University of Washington - Department of Statistics, Loyola Marymount University and University of California, Los Angeles (UCLA) - Computer Science Department
Downloads 3,950
18.

Ten Applications of Financial Machine Learning

Number of pages: 16 Posted: 22 Apr 2019 Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,900
19.

Built to Fail: The Inherent Fragility of Algorithmic Stablecoins

11 Wake Forest L. Rev. Online 131 (October 2021)
Number of pages: 15 Posted: 18 Nov 2021
Working Paper Series
University of Calgary Faculty of Law
Downloads 3,824
20.

Advances in Financial Machine Learning: Lecture 10/10 (seminar slides)

Number of pages: 44 Posted: 14 Nov 2019 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,783
21.

Genetic Algorithm: Review and Application

Number of pages: 4 Posted: 03 Mar 2020
Working Paper Series
IISE, Azad Institute of Engineering and Technology, International Institute for Special Education and International Institute for Special Education
Downloads 3,782
22.

Smart Student Attendance System Using QR Code

2nd International Conference on Advances in Science & Technology (ICAST) 2019 on 8th, 9th April 2019 by K J Somaiya Institute of Engineering & Information Technology, Mumbai, India
Number of pages: 4 Posted: 24 Apr 2019
Working Paper Series
University of Mumbai - University of Mumbai, K. J. Somaiya College of Engineering (K.J.S.C.E.), Department of Computer Engineering, Students, University of Mumbai, K. J. Somaiya College of Engineering (K.J.S.C.E.), Department of Computer Engineering, Students, University of Mumbai, K. J. Somaiya College of Engineering (K.J.S.C.E.), Department of Computer Engineering, Students and University of Mumbai - Department of Computer Engineering
Downloads 3,696
23.

Algorithmic and Advanced Programming in Python - Syllabus in Computer Science, Decision Making & Data - Masterclass 1

Number of pages: 40 Posted: 02 Nov 2021 Last Revised: 17 Nov 2021
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 3,649
24.

Escaping The Sisyphean Trap: How Quants Can Achieve Their Full Potential (Seminar Slides)

Number of pages: 23 Posted: 21 Sep 2021 Last Revised: 31 May 2022
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,629
25.

Statistical Association (Presentation Slides)

Number of pages: 34 Posted: 15 Jan 2020 Last Revised: 09 May 2022
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,602
26.

Computational Antitrust: An Introduction and Research Agenda

Stanford Computational Antitrust (Vol. 1) 2021
Number of pages: 15 Posted: 19 Jan 2021
Accepted Paper Series
VU University Amsterdam
Downloads 3,474
27.

Clustered Feature Importance (Presentation Slides)

Number of pages: 35 Posted: 06 Mar 2020 Last Revised: 28 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,238
28.

Interpretable Machine Learning: Shapley Values (Seminar Slides)

Number of pages: 24 Posted: 21 Jul 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,211
29.

Exit Strategies for COVID-19: An Application of the K-SEIR Model (Presentation Slides)

Number of pages: 52 Posted: 22 Apr 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,078
30.

Overfitting: Causes and Solutions (Seminar Slides)

Number of pages: 24 Posted: 26 Feb 2020 Last Revised: 02 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,047
31.

Three Machine Learning Solutions to the Bias-Variance Dilemma (Seminar Slides)

Number of pages: 27 Posted: 28 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,012
32.

Statistical Foundations of Actuarial Learning and its Applications

Number of pages: 521 Posted: 21 Apr 2021 Last Revised: 03 Jun 2022
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads 2,876
33.

Sustainable and Unchallenged Algorithmic Tacit Collusion

University of Tennessee Legal Studies Research Paper No. 366, Oxford Legal Studies Research Paper No. 16/2019, 17 Northwestern Journal of Technology and Intellectual Property 217 (2020)
Number of pages: 47 Posted: 06 Dec 2018 Last Revised: 09 Mar 2020
Accepted Paper Series
University of Oxford - Faculty of Law and University of Tennessee College of Law
Downloads 2,802
34.

Discrimination in the Age of Algorithms

Number of pages: 45 Posted: 07 Feb 2019 Last Revised: 12 Feb 2019
Working Paper Series
Cornell University - Department of Computer Science, Georgetown University - Public Policy Institute (GPPI), University of Chicago and Harvard Law School

Multiple version iconThere are 2 versions of this paper

Downloads 2,703
35.

Towards Algorithm Auditing: A Survey on Managing Legal, Ethical and Technological Risks of AI, ML and Associated Algorithms

Number of pages: 31 Posted: 15 Feb 2021
Working Paper Series
Department of Computer Science, University College London, Holistic AI, University College London, Cisco Systems, University of Edinburgh - School of Mathematics, Unilever - Unilever PLC London, Centre for Data Ethics and Innovation, University College London, University of Alberta, Royal Institution of Chartered Surveyors, Ainstein AI, Technical University Munich, University College London, University College of London, University College London, University of London - Department of Psychology, University of Warwick, London Stock Exchange, ValidateAI and University College London
Downloads 2,637
36.

MTSS-GAN: Multivariate Time Series Simulation Generative Adversarial Networks

Number of pages: 7 Posted: 26 Jun 2020
Working Paper Series
The Alan Turing Institute
Downloads 2,086
37.

Analysis and Prediction of Diabetes Using Machine Learning

International Journal of Emerging Technology and Innovative Engineering, Volume 5, Issue 4, April 2019
Number of pages: 9 Posted: 23 Apr 2019
Accepted Paper Series
Sri Krishna College of Technology, Students and Sri Krishna College of Technology, Students
Downloads 1,929
38.

Algorithmic and Advanced Programming in Python - Syllabus in Computer Science, Decision Making & Data - Masterclass 2

Number of pages: 43 Posted: 02 Nov 2021 Last Revised: 17 Nov 2021
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 1,928
39.

Enslaving the Algorithm: From a ‘Right to an Explanation’ to a ‘Right to Better Decisions’?

IEEE Security & Privacy (2018) 16(3), pp. 46-54, DOI: 10.1109/MSP.2018.2701152
Number of pages: 14 Posted: 16 Oct 2017 Last Revised: 15 Jul 2018
Accepted Paper Series
University of Newcastle - Law School and University College London, Faculty of Laws
Downloads 1,877
40.

Bermuda Triangle – Licensing, Filtering and Privileging User-Generated Content Under the New Directive on Copyright in the Digital Single Market

Number of pages: 18 Posted: 22 Apr 2019
Working Paper Series
Institute for Information Law (IViR), University of Amsterdam
Downloads 1,831
41.

The Quantum Imperative: Addressing the Legal Dimension of Quantum Computers

(2021) 1 (1) Morals & Machines 52-59
Number of pages: 9 Posted: 23 Apr 2021 Last Revised: 18 Oct 2021
Accepted Paper Series
Lund University - Faculty of Law
Downloads 1,828
42.

The Ethics of Algorithms: Key Problems and Solutions

Number of pages: 35 Posted: 08 Sep 2020 Last Revised: 21 Jan 2021
Working Paper Series
University of Oxford, Oxford Internet Institute, UCLA School of Law, University of Oxford - Oxford Internet Institute, Oxford Internet Institute, University of Oxford - Oxford Internet Institute, University of Oxford - Oxford Internet Institute and University of Oxford - Oxford Internet Institute
Downloads 1,786
43.

Some Precepts of the Digital Economy

Critical Blockchain Research Initiative (CBRI) Working Papers, 2020
Number of pages: 9 Posted: 26 Jan 2020 Last Revised: 25 Mar 2021
Working Paper Series
UNSW Business School
Downloads 1,636
44.

Head and Shoulders: Not Just a Flaky Pattern

FRB of New York Staff Report No. 4
Number of pages: 67 Posted: 22 Jun 2007
Working Paper Series
Brandeis University - International Business School and Credit Suisse AG - London Headquarters
Downloads 1,616
45.

Scalable Data Fusion with Selection Correction: An Application to Customer Base Analysis

Forthcoming at Marketing Science
Number of pages: 75 Posted: 11 Apr 2019 Last Revised: 08 Jun 2020
Working Paper Series
Emory University - Department of Marketing and Columbia Business School
Downloads 1,511
46.

Alternatives to Deep Neural Networks in Finance

Number of pages: 57 Posted: 08 Nov 2021 Last Revised: 02 Jun 2022
Working Paper Series
Danske Bank - Danske Markets and NatWest Marketsaffiliation not provided to SSRN
Downloads 1,474
47.

Neural Networks with Asymptotics Control

Number of pages: 48 Posted: 09 Mar 2020 Last Revised: 27 Aug 2020
Working Paper Series
Danske Bank - Danske Markets, Numerix and NatWest Marketsaffiliation not provided to SSRN
Downloads 1,474
48.

Rule by Rules

Computational Legal Studies: The Promise and Challenge of Data-Driven Legal Research (Ryan Whalen, ed.) (2019 Forthcoming)
Number of pages: 17 Posted: 03 Jun 2019
Working Paper Series
University of Virginia School of Law
Downloads 1,374
49.

A Comparative Study on Facial Recognition Algorithms

e-journal - First Pan IIT International Management Conference – 2018
Number of pages: 14 Posted: 21 Dec 2020
Working Paper Series
NMIMS Mumbai and NMIMS University - Data-Science Department
Downloads 1,360
50.

Lee and Carter go Machine Learning: Recurrent Neural Networks

Number of pages: 30 Posted: 23 Aug 2019 Last Revised: 29 Aug 2019
Working Paper Series
Old Mutual Insure and RiskLab, ETH Zurich
Downloads 1,333