Ernest Chan

PredictNow.ai

56 Niagara on the Green Blvd

Niagara-on-the-Lake, L0S 1J0

Canada

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Conditional Portfolio Optimization: Using Machine Learning to Adapt Capital Allocations to Market Regimes

Number of pages: 18 Posted: 11 Apr 2023 Last Revised: 26 Jul 2023
Ernest Chan, Haoyu Fan, Sudarshan Sawal and Quentin Viville
PredictNow.ai, PredictNow.ai, PredictNow.ai and PredictNow.ai
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Abstract:

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portfolio optimization, machine learning, factor models

2.

The Best Way to Select Features? Comparing MDA, LIME, and SHAP

The Journal of Financial Data Science Winter 2021, 3 (1) 127-139; DOI: https://doi.org/10.3905/jfds.2020.1.047
Posted: 14 Jul 2021
Xin Man and Ernest Chan
PredictNow.ai and PredictNow.ai

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Feature selection, instability index, importance score, trading strategy

3.

Cluster-based Feature Selection

Market Technician, Issue 90, March 2021, 11-22
Posted: 14 Jul 2021
Xin Man and Ernest Chan
PredictNow.ai and PredictNow.ai

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4.

Conditional Parameter Optimization: Adapting a Strategy to Different Market Regimes

Posted: 14 Jul 2021
Ernest Chan, Sergei Belov and Radu Ciobanu
PredictNow.ai, PredictNow.ai and PredictNow.ai

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