Introduction of Kalman filter including the background, calculation...
Financial risk measure FRM (Financial Risk Meter) is proposed for Emer...
This study is to predict the closing price of the Taiwan Top 50 Tracke...
Variational Bayes is designed to approximate posterior densities arisi...
In this talk, we introduce a Bayesian evaluation framework that levera...
Bachelor-level lecture aimed to strike a balance between teaching stud...
Courselet
Short introduction to Reinforcement Learning, mostly Q-learning
Courselet
This course deals with the intersection of causal inference, especially heterogeneity, and Machine Learning. We will see wh..
Courselet
We will mainly focus on Latent Dirichlet Allocation (LDA) and its extensions.
Courselet
Introduction of Kalman filter including the background, calculation methodology and application.
Courselet
Presentation of the research paper "Assessing the Quality of Human-Generated Summaries with Weakly Supervised Learning"
Courselet
The Shapley Decomposition is a model-agnostic tool which is able give a variable importance measure on a local level.
Courselet
Financial risk measure FRM (Financial Risk Meter) is proposed for Emerging markets (FRM@EM).
Courselet
Introduction to Generative Adversarial Networks (GAN) with basic applications
Courselet
Features for valuation of real estate are not equally distributed spatially Amenities which contribute to high prices in Neu..
Courselet
Presentation for the paper "Does non-linear factorisation of financial returns help build better and stabler portfolio?"
Courselet
This courselet will cover how to assess and capture sentiment with regards to news article publications via supervised machin..
Courselet
Learning Probability Distributions in Macroeconomics and Finance
Courselet
Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective
Courselet
This study is to predict the closing price of the Taiwan Top 50 Tracker Fund using different machine learning algorithms and..
Courselet
Variational Bayes is designed to approximate posterior densities arising in Bayesian inference and machine learning
Courselet
This is the courselet for the article "Portfolio tail-risk protection with non-linear latent factors"
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..
Course
Bachelor-level lecture aimed to strike a balance between teaching students how to code in Python and conveying the foundation..