Erik Cambria

Nanyang Technological University (NTU)

S3 B2-A28 Nanyang Avenue

Singapore, 639798

Singapore

SCHOLARLY PAPERS

2

DOWNLOADS

44

CITATIONS

0

Scholarly Papers (2)

1.

Discovering Bayesian Market Views for Intelligent Asset Allocation

Joint European Conference on Machine Learning and Knowledge Discovery in Databases, pp 120-135
Number of pages: 16 Posted: 14 Aug 2018 Last Revised: 21 Jan 2019
Nanyang Technological University (NTU), Nanyang Technological University (NTU), Polytechnic University of Milan and Politecnico di Milano
Downloads 44 (407,245)

Abstract:

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Market Views, Public Mood, Asset Allocation

2.

Growing Semantic Vines for Robust Asset Allocation

Knowledge-Based Systems, 165 pp 297-305
Posted: 21 Nov 2018 Last Revised: 21 Jan 2019
Frank Xing, Erik Cambria and Roy E. Welsch
Nanyang Technological University (NTU), Nanyang Technological University (NTU) and Massachusetts Institute of Technology (MIT)

Abstract:

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Vine, Dependence Modeling, Semantic Analysis, Asset Allocation, Robust Estimation, Financial Text Mining