Clemens Glaffig

Panathea Capital Partners

Sickingenstr. 21

79117 Freiburg

Germany

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 43,327

in Total Papers Downloads

1,349

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Scholarly Papers (5)

1.

Risk Management of Hedge Funds Using Fuzzy Neural- and Genetic Algorithms

Number of pages: 14 Posted: 24 Aug 2004
Clemens Glaffig
Panathea Capital Partners
Downloads 1,101 (24,830)

Abstract:

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Hedge funds, risk management, fuzzy neural nets, genetic algorithms

2.

Some Basic Aspects of Deep Learning for Applications to Financial Trading

Number of pages: 16 Posted: 14 Aug 2018
Clemens Glaffig
Panathea Capital Partners
Downloads 103 (323,383)

Abstract:

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Deep Learning, Finance, Convolutional Networks, Recurrent Networks, Gated Networks

3.

Dominating Randomness - Applications of State Contingent Stochastic Ordering Methods to the Clustering and Performance Measurement of Trading Strategies

Number of pages: 22 Posted: 22 Dec 2010 Last Revised: 04 Jan 2011
Clemens Glaffig
Panathea Capital Partners
Downloads 91 (350,119)

Abstract:

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Clustering methods, performance measure, hedge funds, stochastic dominance

4.

Insight – Distributional Hedge Fund Replication Via State Contingent Stochastic Dominance

Number of pages: 15 Posted: 31 May 2011 Last Revised: 02 Jul 2011
Clemens Glaffig
Panathea Capital Partners
Downloads 54 (463,893)

Abstract:

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hedge fund, replication technique, portfolio construction, stochastic dominance

5.

Investor's Choice: An Investor-Driven, Forward-Looking Optimization Approach to Fund of Hedge Fund Construction

Fund of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties, Forthcoming
Posted: 23 Jan 2006
Clemens Glaffig
Panathea Capital Partners

Abstract:

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Hedge Funds, Portfolio Selection