Kevin Noel

ING

Tokyo

Japan

Rakuten

1 Chome-14-1 Tamagawa, Setagaya City,

Tokyo, Tokyo 158-0094

Japan

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 15,621

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Top 15,621

in Total Papers Downloads

3,039

CITATIONS

0

Scholarly Papers (5)

1.

Application of Machine Learning to Systematic Strategies

Number of pages: 7 Posted: 12 Sep 2016 Last Revised: 13 Oct 2016
Kevin Noel
ING
Downloads 2,501 (4,898)
Citation 3

Abstract:

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Gaussian distribution, Fractional Brownian, Markowitz, Smart Beta, Factor Investing, Mean Variance, Restricted Boltzmann Machines, Machine Learning, Factorization Machines, Deep Learning, Variation Auto-Encoder, Deep Q Reinforcement Learning, Gradient Boosted Machine, Cross-Entropy,

2.
Downloads 216 (140,283)

Abstract:

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PCA, Covariance Matrix, Gaussian Graph, Precision Matrix, Asset Allocation, Portfolio Allocation

3.
Downloads 215 (140,869)

Abstract:

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Monte Carlo in Finance, Sobol generator, Randomized Sobol generator, Mersenne Twister, Pseudo Monte Carlo, Quasi Monte Carlo, statistical analysis, C, GPU programmning, CUDA

4.
Downloads 84 (296,534)

Abstract:

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Mersenne Twister, Sobol, Quasi Random, Monte Carlo, Empirical Distribution, C, GPU, Gaussian distribution, Lognormal distribution, Brownian Bridge

5.

Neural Stochastic Control Application: Optimal Portfolio Allocation

Number of pages: 6 Posted: 17 Jul 2019 Last Revised: 16 Aug 2019
Kevin Noel and Michael Fabinger
ING and Independent
Downloads 23 (501,203)

Abstract:

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