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Machine Learning eJournal

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Viewing: 1 - 50 of 3,498 papers

1.

Deep Reinforcement Learning for Portfolio Allocation

Risk Magazine Global Quant Network 2021
Number of pages: 26 Posted: 12 Aug 2021
Accepted Paper Series
Societe Generale and Université Paris Dauphine
Downloads 22,616
2.

Adaptive Supervised Learning for Volatility Targeting Models (Ecml Pkdd Midas 2021 Presentation Slides)

Number of pages: 17 Posted: 20 Sep 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Lombard Odier Investment Managers, Ecole Polytechnique Fédérale de Lausanne, Lombard Odier Investment Managers and AI For Alpha
Downloads 14,854
3.

Time your hedge with Deep Reinforcement Learning (ICAPS 2020 Presentation Slides)

Number of pages: 38 Posted: 20 Sep 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Societe Generale and SGCIB
Downloads 13,435
4.

Advances in Financial Machine Learning (Chapter 1)

Advances in Financial Machine Learning, Wiley, 1st Edition (2018); ISBN: 978-1-119-48208-6
Number of pages: 61 Posted: 19 Jan 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 12,194
5.

Adaptive Supervised Learning for Volatility Targeting Models

Université Paris-Dauphine Research Paper No. 3924255
Number of pages: 12 Posted: 20 Sep 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Lombard Odier Investment Managers, Ecole Polytechnique Fédérale de Lausanne, Lombard Odier Investment Managers and AI For Alpha
Downloads 11,037
6.

Planning in Financial Markets in Presence of Spikes: Using Machine Learning GBDT

Number of pages: 9 Posted: 17 Jun 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, A.I. Square Connect and AI For Alpha
Downloads 10,452
7.

Deep Reinforcement Learning (DRL) for Portfolio Allocation

ECML PKDD Demo track 2020
Number of pages: 5 Posted: 02 Jul 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Université Paris Dauphine, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 9,724
8.

DRLPS: Deep Reinforcement Learning for Portfolio Selection (Presentation Slides ECML PKDD)

ECML PKDD Demo track, 2021
Number of pages: 11 Posted: 06 Jul 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Université Paris Dauphine, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 9,420
9.

Explainable AI (XAI) Models Applied to Planning in Financial Markets

Number of pages: 9 Posted: 13 Jun 2021 Last Revised: 06 Oct 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, A.I. Square Connect, AI For Alpha and affiliation not provided to SSRN
Downloads 9,122
10.

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 8,920
11.

Principled Artificial Intelligence: Mapping Consensus in Ethical and Rights-Based Approaches to Principles for AI

Berkman Klein Center Research Publication No. 2020-1
Number of pages: 39 Posted: 14 Feb 2020
Working Paper Series
Berkman Klein Center for Internet & Society, Harvard Law School, Harvard University, Law School, Students, Harvard University - Berkman Klein Center for Internet & Society and Harvard University, Law School, Students
Downloads 8,880
12.

Advances in Financial Machine Learning: Lecture 1/10 (seminar slides)

Number of pages: 57 Posted: 21 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 8,822
13.

A Right to Reasonable Inferences: Re-Thinking Data Protection Law in the Age of Big Data and AI

Columbia Business Law Review, 2019(2)
Number of pages: 130 Posted: 05 Oct 2018 Last Revised: 25 Jun 2019
Accepted Paper Series
University of Oxford - Oxford Internet Institute and University of Oxford - Oxford Internet Institute
Downloads 8,187
14.

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 7,842
15.

A Backtesting Protocol in the Era of Machine Learning

Number of pages: 18 Posted: 13 Nov 2018 Last Revised: 24 Nov 2018
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business and University of California at San Diego
Downloads 7,779
16.

The 7 Reasons Most Econometric Investments Fail (Presentation Slides)

Number of pages: 39 Posted: 23 Apr 2019 Last Revised: 16 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 6,846
17.

Machine Learning Risk Models

Journal of Risk & Control 6(1) (2019) 37-64
Number of pages: 26 Posted: 08 Jan 2019 Last Revised: 10 Apr 2019
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 6,657
18.

Time Your Hedge With Deep Reinforcement Learning

Number of pages: 10 Posted: 28 Jan 2021 Last Revised: 06 May 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Societe Generale and SGCIB
Downloads 6,569
19.

Bridging the Gap Between Markowitz Planning and Deep Reinforcement Learning

Number of pages: 9 Posted: 28 Jan 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Societe Generale and SGCIB
Downloads 6,470
20.

AAMDRL: Augmented Asset Management With Deep Reinforcement Learning

Université Paris-Dauphine Research Paper No. 3702113
Number of pages: 15 Posted: 28 Jan 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Societe Generale, Université Paris Dauphine and SGCIB
Downloads 6,424
21.

Knowledge discovery with Deep RL for selecting financial hedges (AAAI 2021 KDF Presentation slides)

Number of pages: 19 Posted: 28 Sep 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Societe Generale and SGCIB
Downloads 6,364
22.

Artificial Intelligence in Human Resources Management: Challenges and a Path Forward

Number of pages: 34 Posted: 01 Nov 2018 Last Revised: 15 Apr 2019
Working Paper Series
University of Pennsylvania Wharton School - Center for Human Resources, Wharton School, U. Pennsylvania and University of PennsylvaniaESSEC Business School
Downloads 6,168
23.

Ten Financial Applications of Machine Learning (Seminar Slides)

Number of pages: 27 Posted: 18 Jun 2018 Last Revised: 27 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 6,010
24.

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 5,794
25.

The Impact of Artificial Intelligence on the Labor Market

Number of pages: 61 Posted: 15 Nov 2019 Last Revised: 11 Jan 2020
Working Paper Series
Stanford University - Department of Economics
Downloads 5,632
26.

Machine Learning for Stock Selection

Financial Analysts Journal, vol. 75, no. 3 (Third Quarter 2019)
Number of pages: 35 Posted: 04 Mar 2019 Last Revised: 09 Aug 2019
Accepted Paper Series
Gresham Investment Management, LLC and Arwen Advisors
Downloads 5,353
27.

Advances in Financial Machine Learning: Lecture 2/10 (seminar slides)

Number of pages: 51 Posted: 30 Sep 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 5,250
28.

From Forecast to Decisions in Graphical Models: A Natural Gradient Optimization Approach

Université Paris-Dauphine Research Paper No. 3813403
Number of pages: 25 Posted: 13 Apr 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 4,889
29.

A Survey of Artificial General Intelligence Projects for Ethics, Risk, and Policy

Global Catastrophic Risk Institute Working Paper 17-1
Number of pages: 99 Posted: 16 Nov 2017
Working Paper Series
Global Catastrophic Risk Institute
Downloads 4,753
30.

Focused Concept Miner (FCM): Interpretable Deep Learning for Text Exploration

Number of pages: 45 Posted: 21 Dec 2018 Last Revised: 23 Sep 2020
Working Paper Series
Boston University - Questrom School of Business, Carnegie Mellon University, Students and Boston University - Questrom School of Business
Downloads 4,514
31.

Beyond Econometrics: A Roadmap Towards Financial Machine Learning

Number of pages: 31 Posted: 22 Apr 2019 Last Revised: 23 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,432
32.

Variance Reduction in Actor Critic Methods (ACM)

Number of pages: 9 Posted: 24 Jul 2019
Working Paper Series
Université Paris Dauphine
Downloads 4,422
33.

Machine Learning Asset Allocation (Presentation Slides)

Number of pages: 35 Posted: 18 Oct 2019 Last Revised: 01 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,416
34.

Trends and Applications of Machine Learning in Quantitative Finance

8th International Conference on Economics and Finance Research (ICEFR 2019)
Number of pages: 9 Posted: 13 Jun 2019
Accepted Paper Series
University College Cork - Cork University Business School, University College Cork - Cork University Business School, University College Cork - Cork University Business School and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 4,366
35.

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 4,302
36.

Bridging the gap between Markowitz planning and deep reinforcement learning (ICAPS PRL Presentation Slides 2020)

Number of pages: 37 Posted: 25 Oct 2021
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, Societe Generale and SGCIB
Downloads 4,218
37.

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 4,116
38.

Trade Selection with Supervised Learning and OCA

ECML PKDD worshop MIDAS 2020, ECML PKDD worshop MIDAS 2020
Number of pages: 16 Posted: 27 Dec 2018 Last Revised: 21 Jun 2021
Accepted Paper Series
A.I. Square Connect, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 4,093
39.

Deep Learning and Financial Stability

Number of pages: 45 Posted: 13 Nov 2020
Working Paper Series
Masachusetts Institute of Technology (MIT) Sloan School of Management and Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science
Downloads 3,951
40.

Fairness and Abstraction in Sociotechnical Systems

2019 ACM Conference on Fairness, Accountability, and Transparency (FAT*), 59-68
Number of pages: 17 Posted: 07 Nov 2018 Last Revised: 30 Jan 2020
Accepted Paper Series
UCLA School of Law, Data & Society Research Institute, Haverford College, University of Utah and Princeton University
Downloads 3,940
41.

BCMA-ES II: Revisiting Bayesian CMA-ES

A.I Square Working Paper, March 2019, France
Number of pages: 10 Posted: 06 May 2019
Working Paper Series
Université Paris Dauphine, A.I. Square Connect, AI For Alpha and A.I. Square Connect
Downloads 3,899
42.

Advances in Financial Machine Learning: Lecture 7/10 (seminar slides)

Number of pages: 64 Posted: 15 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,874
43.

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 3,873
44.

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 3,822
45.

Why Fairness Cannot Be Automated: Bridging the Gap Between EU Non-Discrimination Law and AI

Computer Law & Security Review 41 (2021): 105567.
Number of pages: 72 Posted: 27 Mar 2020 Last Revised: 28 Sep 2021
Accepted Paper Series
University of Oxford - Oxford Internet Institute, University of Oxford - Oxford Internet Institute and Amazon Web Services, Inc.
Downloads 3,615
46.

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 3,561
47.

Advances in Financial Machine Learning: Lecture 8/10 (seminar slides)

Number of pages: 82 Posted: 21 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,448
48.

Advances in Financial Machine Learning: Lecture 9/10 (seminar slides)

Number of pages: 41 Posted: 29 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,357
49.

Artificial Intelligence & Human Resource Management in Indian IT Sector

Proceedings of 10th International Conference on Digital Strategies for Organizational Success
Number of pages: 6 Posted: 23 Jan 2019
Working Paper Series
University of Mysore and University of Mysore
Downloads 3,343
50.

Codependence (Presentation Slides)

Number of pages: 34 Posted: 15 Jan 2020 Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,336