Introduction of Kalman filter including the background, calculation...
In this talk, we introduce a Bayesian evaluation framework that levera...
Courselet
Introduction of Kalman filter including the background, calculation methodology and application.
Courselet
We will mainly focus on Latent Dirichlet Allocation (LDA) and its extensions.
Courselet
This is the courselet for the article "Portfolio tail-risk protection with non-linear latent factors"
Courselet
Learning Probability Distributions in Macroeconomics and Finance
Courselet
This is the courselet for the article "Risk budget portfolios with convex Non-negative Matrix Factorization"
Courselet
In this talk, we introduce a Bayesian evaluation framework that leverages unlabeled data to facilitate more accurate predicti..
Courselet
The Shapley Decomposition is a model-agnostic tool which is able give a variable importance measure on a local level.
Courselet
This courselet will cover how to assess and capture sentiment with regards to news article publications via supervised machin..