Bachelor-level lecture aimed to strike a balance between teaching stud...
In this talk, we introduce a Bayesian evaluation framework that levera...
Variational Bayes is designed to approximate posterior densities arisi...
This study is to predict the closing price of the Taiwan Top 50 Tracke...
Course
Bachelor-level lecture aimed to strike a balance between teaching students how to code in Python and conveying the foundation..
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
This is the courselet for the article "Portfolio tail-risk protection with non-linear latent factors"
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
Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective
Courselet
Learning Probability Distributions in Macroeconomics and Finance
Courselet
This courselet will cover how to assess and capture sentiment with regards to news article publications via supervised machin..
Courselet
Presentation for the paper "Does non-linear factorisation of financial returns help build better and stabler portfolio?"