Kevin Noel

Tokyo

Tokyo

Tokyo

Japan

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 15,860

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2,948

CITATIONS

0

Scholarly Papers (4)

1.

Application of Machine Learning to Systematic Strategies

Number of pages: 7 Posted: 12 Sep 2016 Last Revised: 13 Oct 2016
Kevin Noel
Tokyo
Downloads 2,461 (4,923)

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 212 (140,477)

Abstract:

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

3.

Analysis of Random Generators in Monte Carlo Simulation: Mersenne Twister and Sobol

Number of pages: 83 Posted: 18 Jan 2016
Kevin Noel
Tokyo
Downloads 196 (151,203)

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 79 (300,648)

Abstract:

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