Tony Guida

Université de Savoie - Finance and Banking

27 Rue Marcoz

Chambéry, 73011

France

  • Université de Savoie - Finance and Banking

SCHOLARLY PAPERS

6

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2,937

TOTAL CITATIONS
Rank 140,411

SSRN RANKINGS

Top 140,411

in Total Papers Citations

6

Ideas:
“  Currently working on a series of research papers in the application of Machine Learning in Quant Investing.  ”

  • Université de Savoie - Finance and Banking

Scholarly Papers (6)

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1.

Application of GARCH Models in Forecasting the Volatility of Agricultural Commodities

Number of pages: 17 Posted: 27 Dec 2005
Olivier Matringe and Tony Guida
United Nations - Trade Analysis Branch and Université de Savoie - Finance and Banking
Downloads 855 (59,963)

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GARCH, commodities, volatility, forecasting, risk management

2.

Stock Returns and the Cross-Section of Characteristics: A Tree-Based Approach

Number of pages: 17 Posted: 18 May 2018
Guillaume Coqueret and Tony Guida
EMLYON Business School and Université de Savoie - Finance and Banking
Downloads 779 (68,035)
Citation 6

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Regression trees, Cross-section of stock returns, Firm characteristics, Portfolio choice

3.

Commodity Trading Advisors: Are They a Threat for Futures Commodity Markets?

Number of pages: 42 Posted: 07 Nov 2006
Tony Guida
Université de Savoie - Finance and Banking
Downloads 657 (84,719)

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CTA, commodity, volatility, open interest, Vector Auto Regression, Style Analysis

4.

Training Trees on Tails with Applications to Portfolio Choice

Number of pages: 34 Posted: 20 Jun 2019 Last Revised: 24 Feb 2020
Guillaume Coqueret and Tony Guida
EMLYON Business School and Université de Savoie - Finance and Banking
Downloads 495 (120,756)

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Decision trees; Filtering training set; Factor investing; Portfolio choice; Feature selection

5.

Genetic Algorithms: A Heuristic Approach to Multi-Dimensional Problems

Number of pages: 20 Posted: 13 Sep 2019
Philippe Huber and Tony Guida
RAM Active Investments and Université de Savoie - Finance and Banking
Downloads 151 (408,475)

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genetic algorithms, dimensionality reduction, portfolio optimisation

6.

Ensemble Learning Applied to Quant Equity: Gradient Boosting in a Multi-Factor Framework

Big Data and Machine Learning in Quantitative Investment, Wiley finance series. 2018
Posted: 16 Aug 2018
Tony Guida and Guillaume Coqueret
Université de Savoie - Finance and Banking and EMLYON Business School

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Machine learning, Factor Investing, Stock selection, Portfolio construction, Quantitative investment