Jan Witte

University College London - Department of Mathematics

Gower Street

London, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 2,394

SSRN RANKINGS

Top 2,394

in Total Papers Downloads

14,244

CITATIONS

11

Ideas:
“  My academic research interests focus on numerical mathematical finance. I have a particular interest in deep learning (DL) and artificial intelligence (AI) in finance, as well as the superiority of passive/index investing.  ”

Scholarly Papers (4)

1.

Deep Learning for Finance: Deep Portfolios

Applied Stochastic Models in Business and Industry 33 (1), 3-12.
Number of pages: 15 Posted: 14 Sep 2016 Last Revised: 29 Apr 2019
J.B. Heaton, Nick Polson and Jan Witte
J.B. Heaton, P.C., University of Chicago - Booth School of Business and University College London - Department of Mathematics
Downloads 7,013 (820)
Citation 15

Abstract:

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Deep Learning, Machine Learning, Big Data, Artificial Intelligence, Finance, Asset Pricing, Volatility, Deep Frontier

2.

Why Indexing Works

Applied Stochastic Models in Business and Industry 33 (6), 690-693.
Number of pages: 7 Posted: 14 Oct 2015 Last Revised: 29 Apr 2019
J.B. Heaton, Nick Polson and Jan Witte
J.B. Heaton, P.C., University of Chicago - Booth School of Business and University College London - Department of Mathematics
Downloads 6,009 (1,079)

Abstract:

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Indexing, Passive Management, Active Management

3.

The Blockchain: A Gentle Introduction

Number of pages: 5 Posted: 19 Dec 2016
Jan Witte
University College London - Department of Mathematics
Downloads 1,205 (16,243)
Citation 2

Abstract:

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Data Security, Blockchain, Bitcoin, Cryptocurrency

4.

Machine-Learning-Generated Synthetic Data for Regulation Best Interest Compliance

Number of pages: 12 Posted: 11 Jul 2019
J.B. Heaton and Jan Witte
J.B. Heaton, P.C. and University College London - Department of Mathematics
Downloads 17 (536,611)

Abstract:

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Synthetic Data, Machine Learning, Best Interest, Compliance