Tony Guida

Université de Savoie - Finance and Banking

27 Rue Marcoz

Chambéry, 73011

France

RAM Active Investments

8 rue du rhone

geneva, 1204

Switzerland

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 25,682

SSRN RANKINGS

Top 25,682

in Total Papers Downloads

1,829

SSRN CITATIONS
Rank 170,907

SSRN RANKINGS

Top 170,907

in Total Papers Citations

0

CROSSREF CITATIONS

0

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

Scholarly Papers (6)

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 790 (30,525)

Abstract:

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GARCH, commodities, volatility, forecasting, risk management

2.

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 553 (49,106)

Abstract:

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

3.

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 362 (82,290)

Abstract:

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

4.

Training Trees on Tails with Applications to Portfolio Choice

Number of pages: 30 Posted: 20 Jun 2019
Guillaume Coqueret and Tony Guida
EMLYON Business School and Université de Savoie - Finance and Banking
Downloads 113 (245,175)

Abstract:

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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 11 (580,126)

Abstract:

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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

Abstract:

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