Nino Antulov-Fantulin

Aisot Technologies AG

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

A Dynamic Regime-Switching Model Using Gated Recurrent Straight-Through Units

To appear in the Journal of Financial Data Science. , To appear in the Journal of Financial Data Science (2024). 
Posted: 30 Apr 2024
Nino Antulov-Fantulin, Alvaro Cauderan and Petter N. Kolm
Aisot Technologies AG, ETH Zürich - Department of Computer Science and New York University (NYU) - Courant Institute of Mathematical Sciences

Abstract:

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Deep learning, Gated recurrent units, Regime switching, Recurrent neural networks, Statistical jump models, Straight-through estimators, Time series forecasting, Unsupervised learning

Other Papers (1)

Total Downloads: 0
1.

Advances of ML Approaches for Financial Decision Making and Time Series Analysis: A Panel Discussion

Antulov-Fantulin, Nino and Kolm, Petter N., Advances of ML Approaches for Financial Decision Making and Time Series Analysis: A Panel Discussion (2022)
Posted: 29 Dec 2022 Last Revised: 10 Mar 2023
Nino Antulov-Fantulin and Petter N. Kolm
Aisot Technologies AG and New York University (NYU) - Courant Institute of Mathematical Sciences

Abstract:

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Deep learning; Machine learning; Portfolio management; Reinforcement learning; Risk management; Trading