Variational Bayes is designed to approximate posterior densities arisi...
This study is to predict the closing price of the Taiwan Top 50 Tracke...
In this talk, we introduce a Bayesian evaluation framework that levera...
Courselet
Variational Bayes is designed to approximate posterior densities arising in Bayesian inference and machine learning
Courselet
This study is to predict the closing price of the Taiwan Top 50 Tracker Fund using different machine learning algorithms and..
Courselet
This courselet will cover how to assess and capture sentiment with regards to news article publications via supervised machin..
Courselet
The Shapley Decomposition is a model-agnostic tool which is able give a variable importance measure on a local level.
Courselet
In this talk, we introduce a Bayesian evaluation framework that leverages unlabeled data to facilitate more accurate predicti..
Courselet
This is the courselet for the article "Risk budget portfolios with convex Non-negative Matrix Factorization"
Courselet
Learning Probability Distributions in Macroeconomics and Finance
Courselet
This is the courselet for the article "Portfolio tail-risk protection with non-linear latent factors"
Courselet
We will mainly focus on Latent Dirichlet Allocation (LDA) and its extensions.