Jan Witte

University College London - Department of Mathematics

Gower Street

London, WC1E 6BT

United Kingdom

  • University College London - Department of Mathematics

SCHOLARLY PAPERS

3

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Rank 3,221

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Top 3,221

in Total Papers Downloads

21,686

TOTAL CITATIONS

87

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.  ”

  • University College London - Department of Mathematics

Scholarly Papers (3)

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1.

Deep Learning for Finance: Deep Portfolios

Applied Stochastic Models in Business and Industry 33 (1), 3-12.
Number of pages: 10 Posted: 14 Sep 2016 Last Revised: 17 Oct 2022
J.B. Heaton, Nick Polson and Jan Witte
One Hat Research LLC, University of Chicago - Booth School of Business and University College London - Department of Mathematics
Downloads 11,925 (845)
Citation 79

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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: 4 Posted: 14 Oct 2015 Last Revised: 17 Oct 2022
J.B. Heaton, Nick Polson and Jan Witte
One Hat Research LLC, University of Chicago - Booth School of Business and University College London - Department of Mathematics
Downloads 7,980 (1,666)
Citation 3

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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 1,781 (19,695)
Citation 5

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Data Security, Blockchain, Bitcoin, Cryptocurrency