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Computation Theory eJournal

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Viewing: 1 - 50 of 2,516 papers

1.

A Simplified Approach to Understanding the Kalman Filter Technique

Number of pages: 24 Posted: 07 May 2005 Last Revised: 17 Apr 2008
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Downloads 20,702
2.

The Alpha Engine: Designing an Automated Trading Algorithm

High Performance Computing in Finance, Chapman & Hall/CRC Series in Mathematical Finance, 2017
Number of pages: 29 Posted: 12 Apr 2017 Last Revised: 03 May 2017
Working Paper Series
Flov technologies, Department of Banking and Finance, UZH and Lykke Corp
Downloads 10,891
3.

Machine Learning in Asset Management

JFDS: https://jfds.pm-research.com/content/2/1/10
Number of pages: 65 Posted: 18 Jul 2019 Last Revised: 23 Jun 2020
Working Paper Series
The Alan Turing Institute
Downloads 9,541
4.

Algorithmic and Advanced Programming in Python - Syllabus in Computer Science, Decision Making & Data - Masterclass 3

Number of pages: 51 Posted: 03 Nov 2021 Last Revised: 17 Nov 2021
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 8,621
5.

A Closed-Form Solution for Optimal Mean-Reverting Trading Strategies

Number of pages: 32 Posted: 09 Mar 2020 Last Revised: 24 Mar 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 8,217
6.

Slave to the Algorithm? Why a 'Right to an Explanation' Is Probably Not the Remedy You Are Looking For

16 Duke Law & Technology Review 18 (2017)
Number of pages: 67 Posted: 24 May 2017 Last Revised: 06 Dec 2017
Accepted Paper Series
University of Newcastle - Law School and University College London, Faculty of Laws
Downloads 6,801
7.

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization

Algorithms, 6(1), pp.169-196, 2013
Number of pages: 29 Posted: 08 Jan 2013 Last Revised: 02 Jan 2016
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 6,635
8.

p-Hacking and False Discovery in A/B Testing

Number of pages: 46 Posted: 18 Jul 2018 Last Revised: 12 Dec 2018
Working Paper Series
University of Pennsylvania - The Wharton School, OpenDoor, Independent and University of Pennsylvania - Marketing Department
Downloads 6,510
9.

A Simple Approach to the Pricing of Bermudan Swaptions in the Multi-Factor Libor Market Model

Number of pages: 26 Posted: 07 Apr 1999
Working Paper Series
Bank of America
Downloads 6,320
10.

Tactical Investment Algorithms

Number of pages: 11 Posted: 30 Sep 2019 Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 6,036
11.

A Robust Estimator of the Efficient Frontier

Number of pages: 16 Posted: 18 Oct 2019 Last Revised: 04 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,626
12.

Advances in Financial Machine Learning: Numerai's Tournament (seminar slides)

Number of pages: 40 Posted: 25 Nov 2019 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,488
13.

Estimation of Theory-Implied Correlation Matrices

Number of pages: 18 Posted: 20 Nov 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,121
14.

Machine Learning for Asset Managers (Chapter 1)

Cambridge Elements, 2020
Number of pages: 45 Posted: 27 Apr 2020
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,024
15.

Ten Applications of Financial Machine Learning

Number of pages: 16 Posted: 22 Apr 2019 Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,789
16.

Disease Prediction From Various Symptoms Using Machine Learning

Number of pages: 7 Posted: 08 Oct 2020
Working Paper Series
K. J. Somaiya College of Engineering, K. J. Somaiya college of engineering, University of Mumbai - K. J. Somaiya College of Engineering (K.J.S.C.E.), K. J. Somaiya College of Engineering, K. J. Somaiya College of Engineering, K. J. Somaiya College of Engineering, K. J. Somaiya College of Engineering and K. J. Somaiya college of EngineeringNinad's research Lab
Downloads 3,585
17.

Advances in Financial Machine Learning: Lecture 10/10 (seminar slides)

Number of pages: 44 Posted: 14 Nov 2019 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,566
18.

Statistical Association (Presentation Slides)

Number of pages: 34 Posted: 15 Jan 2020 Last Revised: 09 May 2022
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,520
19.

A Crash Course in Good and Bad Controls

Number of pages: 30 Posted: 29 Oct 2020 Last Revised: 21 Mar 2022
Working Paper Series
University of Washington - Department of Statistics, Loyola Marymount University and University of California, Los Angeles (UCLA) - Computer Science Department
Downloads 3,355
20.

Computational Antitrust: An Introduction and Research Agenda

Stanford Computational Antitrust (Vol. 1) 2021
Number of pages: 15 Posted: 19 Jan 2021
Accepted Paper Series
VU University Amsterdam
Downloads 3,298
21.

Escaping The Sisyphean Trap: How Quants Can Achieve Their Full Potential (Seminar Slides)

Number of pages: 23 Posted: 21 Sep 2021 Last Revised: 22 Feb 2022
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,275
22.

Algorithmic and Advanced Programming in Python - Syllabus in Computer Science, Decision Making & Data - Masterclass 1

Number of pages: 40 Posted: 02 Nov 2021 Last Revised: 17 Nov 2021
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 3,191
23.

Interpretable Machine Learning: Shapley Values (Seminar Slides)

Number of pages: 24 Posted: 21 Jul 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,109
24.

Clustered Feature Importance (Presentation Slides)

Number of pages: 35 Posted: 06 Mar 2020 Last Revised: 28 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,097
25.

Smart Student Attendance System Using QR Code

2nd International Conference on Advances in Science & Technology (ICAST) 2019 on 8th, 9th April 2019 by K J Somaiya Institute of Engineering & Information Technology, Mumbai, India
Number of pages: 4 Posted: 24 Apr 2019
Working Paper Series
University of Mumbai - University of Mumbai, K. J. Somaiya College of Engineering (K.J.S.C.E.), Department of Computer Engineering, Students, University of Mumbai, K. J. Somaiya College of Engineering (K.J.S.C.E.), Department of Computer Engineering, Students, University of Mumbai, K. J. Somaiya College of Engineering (K.J.S.C.E.), Department of Computer Engineering, Students and University of Mumbai - Department of Computer Engineering
Downloads 3,081
26.

Exit Strategies for COVID-19: An Application of the K-SEIR Model (Presentation Slides)

Number of pages: 52 Posted: 22 Apr 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,067
27.

Built to Fail: The Inherent Fragility of Algorithmic Stablecoins

11 Wake Forest L. Rev. Online 131 (October 2021)
Number of pages: 15 Posted: 18 Nov 2021
Working Paper Series
University of Calgary Faculty of Law
Downloads 3,054
28.

Genetic Algorithm: Review and Application

Number of pages: 4 Posted: 03 Mar 2020
Working Paper Series
IISE, Azad Institute of Engineering and Technology, International Institute for Special Education and International Institute for Special Education
Downloads 3,002
29.

Three Machine Learning Solutions to the Bias-Variance Dilemma (Seminar Slides)

Number of pages: 27 Posted: 28 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 2,935
30.

Overfitting: Causes and Solutions (Seminar Slides)

Number of pages: 24 Posted: 26 Feb 2020 Last Revised: 02 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 2,908
31.

Sustainable and Unchallenged Algorithmic Tacit Collusion

University of Tennessee Legal Studies Research Paper No. 366, Oxford Legal Studies Research Paper No. 16/2019, 17 Northwestern Journal of Technology and Intellectual Property 217 (2020)
Number of pages: 47 Posted: 06 Dec 2018 Last Revised: 09 Mar 2020
Accepted Paper Series
University of Oxford - Faculty of Law and University of Tennessee College of Law
Downloads 2,731
32.

Advanced Course in Asset Management (Presentation Slides)

Number of pages: 1520 Posted: 08 Feb 2021
Working Paper Series
Amundi Asset Management
Downloads 2,685
33.

Discrimination in the Age of Algorithms

Number of pages: 45 Posted: 07 Feb 2019 Last Revised: 12 Feb 2019
Working Paper Series
Cornell University - Department of Computer Science, Georgetown University - Public Policy Institute (GPPI), Harvard University - Department of Economics and Harvard Law School

Multiple version iconThere are 2 versions of this paper

Downloads 2,649
34.

Statistical Foundations of Actuarial Learning and its Applications

Number of pages: 510 Posted: 21 Apr 2021 Last Revised: 31 Jan 2022
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads 2,403
35.

Towards Algorithm Auditing: A Survey on Managing Legal, Ethical and Technological Risks of AI, ML and Associated Algorithms

Number of pages: 31 Posted: 15 Feb 2021
Working Paper Series
Department of Computer Science, University College London, University College London, University College London, Cisco Systems, University of Edinburgh - School of Mathematics, Unilever - Unilever PLC London, Centre for Data Ethics and Innovation, University College London, University of Alberta, Royal Institution of Chartered Surveyors, Ainstein AI, Technical University Munich, University College London, University College of London, University College London, University of London - Department of Psychology, University of Warwick, London Stock Exchange, ValidateAI and University College London
Downloads 2,265
36.

MTSS-GAN: Multivariate Time Series Simulation Generative Adversarial Networks

Number of pages: 7 Posted: 26 Jun 2020
Working Paper Series
The Alan Turing Institute
Downloads 1,889
37.

Enslaving the Algorithm: From a ‘Right to an Explanation’ to a ‘Right to Better Decisions’?

IEEE Security & Privacy (2018) 16(3), pp. 46-54, DOI: 10.1109/MSP.2018.2701152
Number of pages: 14 Posted: 16 Oct 2017 Last Revised: 15 Jul 2018
Accepted Paper Series
University of Newcastle - Law School and University College London, Faculty of Laws
Downloads 1,820
38.

Bermuda Triangle – Licensing, Filtering and Privileging User-Generated Content Under the New Directive on Copyright in the Digital Single Market

Number of pages: 18 Posted: 22 Apr 2019
Working Paper Series
Institute for Information Law (IViR), University of Amsterdam
Downloads 1,768
39.

Algorithmic and Advanced Programming in Python - Syllabus in Computer Science, Decision Making & Data - Masterclass 2

Number of pages: 43 Posted: 02 Nov 2021 Last Revised: 17 Nov 2021
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 1,744
40.

Analysis and Prediction of Diabetes Using Machine Learning

International Journal of Emerging Technology and Innovative Engineering, Volume 5, Issue 4, April 2019
Number of pages: 9 Posted: 23 Apr 2019
Accepted Paper Series
Sri Krishna College of Technology, Students and Sri Krishna College of Technology, Students
Downloads 1,689
41.

Head and Shoulders: Not Just a Flaky Pattern

FRB of New York Staff Report No. 4
Number of pages: 67 Posted: 22 Jun 2007
Working Paper Series
Brandeis University - International Business School and Credit Suisse AG - London Headquarters
Downloads 1,569
42.

Some Precepts of the Digital Economy

Critical Blockchain Research Initiative (CBRI) Working Papers, 2020
Number of pages: 9 Posted: 26 Jan 2020 Last Revised: 25 Mar 2021
Working Paper Series
UNSW Business SchoolCentre for Aerospace & Security Studies (CASS)
Downloads 1,554
43.

The Quantum Imperative: Addressing the Legal Dimension of Quantum Computers

(2021) 1 (1) Morals & Machines 52-59
Number of pages: 9 Posted: 23 Apr 2021 Last Revised: 18 Oct 2021
Accepted Paper Series
Lund University - Faculty of Law
Downloads 1,470
44.

Scalable Data Fusion with Selection Correction: An Application to Customer Base Analysis

Forthcoming at Marketing Science
Number of pages: 75 Posted: 11 Apr 2019 Last Revised: 08 Jun 2020
Working Paper Series
Emory University - Department of Marketing and Columbia Business School
Downloads 1,438
45.

Neural Networks with Asymptotics Control

Number of pages: 48 Posted: 09 Mar 2020 Last Revised: 27 Aug 2020
Working Paper Series
Danske Bank - Danske Markets, Numerix and NatWest Marketsaffiliation not provided to SSRN
Downloads 1,424
46.

The Ethics of Algorithms: Key Problems and Solutions

Number of pages: 35 Posted: 08 Sep 2020 Last Revised: 21 Jan 2021
Working Paper Series
University of Oxford, Oxford Internet Institute, University of Oxford, Faculty of Law, University of Oxford - Oxford Internet Institute, Oxford Internet Institute, University of Oxford - Oxford Internet Institute, University of Oxford - Oxford Internet Institute and University of Oxford - Oxford Internet Institute
Downloads 1,408
47.

An Economic Analysis of Difficulty Adjustment Algorithms in Proof-of-Work Blockchain Systems

Number of pages: 49 Posted: 04 Jul 2019 Last Revised: 15 Mar 2022
Working Paper Series
University of Tokyo - Faculty of Economics, Department of Economics, Northwestern University and BUIDL, Ltd.
Downloads 1,260
48.

Binary Governance: Lessons from the GDPR's Approach to Algorithmic Accountability

Southern California Law Review, Vol. 92, No. 6, 2019 1529, U of Colorado Law Legal Studies Research Paper No. 19-9
Number of pages: 88 Posted: 03 Apr 2019 Last Revised: 11 Nov 2019
Working Paper Series
University of Colorado Law SchoolYale University - Yale Information Society Project
Downloads 1,253
49.

Alternatives to Deep Neural Networks in Finance

Number of pages: 52 Posted: 08 Nov 2021 Last Revised: 17 May 2022
Working Paper Series
Danske Bank - Danske Markets and NatWest Marketsaffiliation not provided to SSRN
Downloads 1,224
50.

Algorithmic Collusion & Its Implications for Competition Law and Policy

Number of pages: 48 Posted: 14 Aug 2018 Last Revised: 11 Jan 2019
Working Paper Series
National University of Singapore (NUS), Faculty of Law
Downloads 1,215