We propose a novel Transformer-based methodology that integrates finan...
Variable Selection Lasso
Presentation for the paper "Does non-linear factorisation of financial...
Courselet
We propose a novel Transformer-based methodology that integrates financial news articles directly with time-series market dat..
Courselet
Variable Selection Lasso
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
Presentation for the paper "Does non-linear factorisation of financial returns help build better and stabler portfolio?"
Courselet
Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective