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Machine Learning eJournal

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Viewing: 1 - 50 of 4,167 papers

1.

Deep Reinforcement Learning for Portfolio Allocation

Risk Magazine Global Quant Network 2021
Number of pages: 26 Posted: 12 Aug 2021
Accepted Paper Series
Societe Generale and Université Paris Dauphine
Downloads 27,202
2.

Adaptive Supervised Learning for Volatility Targeting Models (Ecml Pkdd Midas 2021 Presentation Slides)

Number of pages: 17 Posted: 20 Sep 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Lombard Odier Investment Managers, Ecole Polytechnique Fédérale de Lausanne, Lombard Odier Investment Managers and AI For Alpha
Downloads 19,231
3.

Time your hedge with Deep Reinforcement Learning (ICAPS 2020 Presentation Slides)

Number of pages: 38 Posted: 20 Sep 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Societe Generale and SGCIB
Downloads 17,777
4.

Adaptive Supervised Learning for Volatility Targeting Models

Université Paris-Dauphine Research Paper No. 3924255
Number of pages: 12 Posted: 20 Sep 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Lombard Odier Investment Managers, Ecole Polytechnique Fédérale de Lausanne, Lombard Odier Investment Managers and AI For Alpha
Downloads 16,091
5.

Advances in Financial Machine Learning (Chapter 1)

Advances in Financial Machine Learning, Wiley, 1st Edition (2018); ISBN: 978-1-119-48208-6
Number of pages: 61 Posted: 19 Jan 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 12,590
6.

Knowledge discovery with Deep RL for selecting financial hedges (AAAI 2021 KDF Presentation slides)

Number of pages: 19 Posted: 28 Sep 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Societe Generale and SGCIB
Downloads 12,070
7.

Bridging the gap between Markowitz planning and deep reinforcement learning (ICAPS PRL Presentation Slides 2020)

Number of pages: 37 Posted: 25 Oct 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Societe Generale and SGCIB
Downloads 11,499
8.

Planning in Financial Markets in Presence of Spikes: Using Machine Learning GBDT

Université Paris-Dauphine Research Paper No. 3862428
Number of pages: 9 Posted: 17 Jun 2021
Working Paper Series
Université Paris Dauphine, affiliation not provided to SSRN, Université Paris Dauphine and AI For Alpha
Downloads 11,029
9.

Principled Artificial Intelligence: Mapping Consensus in Ethical and Rights-Based Approaches to Principles for AI

Berkman Klein Center Research Publication No. 2020-1
Number of pages: 39 Posted: 14 Feb 2020
Working Paper Series
Berkman Klein Center for Internet & Society, Harvard Law School, Harvard University, Law School, Students, Harvard University - Berkman Klein Center for Internet & Society and Harvard University, Law School, Students
Downloads 10,340
10.

Deep Reinforcement Learning (DRL) for Portfolio Allocation

ECML PKDD Demo track 2020
Number of pages: 5 Posted: 02 Jul 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, affiliation not provided to SSRN, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 10,224
11.

DRLPS: Deep Reinforcement Learning for Portfolio Selection (Presentation Slides ECML PKDD)

ECML PKDD Demo track, 2021
Number of pages: 11 Posted: 06 Jul 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, affiliation not provided to SSRN, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 9,940
12.

Decision Transformer: Reinforcement Learning via Sequence Modelling - Paper Review (Presentation Slides)

Number of pages: 84 Posted: 09 Feb 2022
Working Paper Series
Université Paris Dauphine
Downloads 9,763
13.

Advances in Financial Machine Learning: Lecture 1/10 (seminar slides)

Number of pages: 57 Posted: 21 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 9,546
14.

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 9,534
15.

Explainable AI (XAI) Models Applied to Planning in Financial Markets

Université Paris-Dauphine Research Paper No. 3862437
Number of pages: 9 Posted: 13 Jun 2021 Last Revised: 22 Feb 2022
Working Paper Series
Université Paris Dauphine, affiliation not provided to SSRN, Université Paris Dauphine, AI For Alpha and affiliation not provided to SSRN
Downloads 9,176
16.

A Right to Reasonable Inferences: Re-Thinking Data Protection Law in the Age of Big Data and AI

Columbia Business Law Review, 2019(2)
Number of pages: 130 Posted: 05 Oct 2018 Last Revised: 25 Jun 2019
Accepted Paper Series
University of Oxford - Oxford Internet Institute and University of Oxford - Oxford Internet Institute
Downloads 8,865
17.

A Backtesting Protocol in the Era of Machine Learning

Number of pages: 18 Posted: 13 Nov 2018 Last Revised: 24 Nov 2018
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business and University of California at San Diego
Downloads 8,218
18.

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 8,214
19.

Time Your Hedge With Deep Reinforcement Learning

Number of pages: 10 Posted: 28 Jan 2021 Last Revised: 06 May 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Societe Generale and SGCIB
Downloads 7,057
20.

Machine Learning Risk Models

Journal of Risk & Control 6(1) (2019) 37-64
Number of pages: 26 Posted: 08 Jan 2019 Last Revised: 10 Apr 2019
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 6,974
21.

The 7 Reasons Most Econometric Investments Fail (Presentation Slides)

Number of pages: 39 Posted: 23 Apr 2019 Last Revised: 16 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 6,967
22.

Bridging the Gap Between Markowitz Planning and Deep Reinforcement Learning

Université Paris-Dauphine Research Paper No. 3702112
Number of pages: 9 Posted: 28 Jan 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Societe Generale and SGCIB
Downloads 6,943
23.

AAMDRL: Augmented Asset Management With Deep Reinforcement Learning

Université Paris-Dauphine Research Paper No. 3702113
Number of pages: 15 Posted: 28 Jan 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, Societe Generale, Université Paris Dauphine and SGCIB
Downloads 6,885
24.

The Impact of Artificial Intelligence on the Labor Market

Number of pages: 61 Posted: 15 Nov 2019 Last Revised: 11 Jan 2020
Working Paper Series
Stanford University - Department of Economics
Downloads 6,687
25.

Artificial Intelligence in Human Resources Management: Challenges and a Path Forward

Number of pages: 34 Posted: 01 Nov 2018 Last Revised: 06 May 2022
Working Paper Series
University of Pennsylvania Wharton School - Center for Human Resources, Wharton School, U. Pennsylvania and University of PennsylvaniaESSEC Business School
Downloads 6,419
26.

Ten Financial Applications of Machine Learning (Seminar Slides)

Number of pages: 27 Posted: 18 Jun 2018 Last Revised: 27 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 6,350
27.

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 6,034
28.

Machine Learning for Stock Selection

Financial Analysts Journal, vol. 75, no. 3 (Third Quarter 2019)
Number of pages: 35 Posted: 04 Mar 2019 Last Revised: 09 Aug 2019
Accepted Paper Series
Gresham Investment Management, LLC and Arwen Advisors
Downloads 5,785
29.

Advances in Financial Machine Learning: Lecture 2/10 (seminar slides)

Number of pages: 51 Posted: 30 Sep 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 5,665
30.

From Forecast to Decisions in Graphical Models: A Natural Gradient Optimization Approach

Université Paris-Dauphine Research Paper No. 3813403
Number of pages: 25 Posted: 13 Apr 2021
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 5,177
31.

Trends and Applications of Machine Learning in Quantitative Finance

8th International Conference on Economics and Finance Research (ICEFR 2019)
Number of pages: 9 Posted: 13 Jun 2019
Accepted Paper Series
University College Cork - Cork University Business School, University College Cork - Cork University Business School, University College Cork - Cork University Business School and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 5,163
32.

A Survey of Artificial General Intelligence Projects for Ethics, Risk, and Policy

Global Catastrophic Risk Institute Working Paper 17-1
Number of pages: 99 Posted: 16 Nov 2017
Working Paper Series
Global Catastrophic Risk Institute
Downloads 4,930
33.

Variance Reduction in Actor Critic Methods (ACM)

Number of pages: 9 Posted: 24 Jul 2019
Working Paper Series
Université Paris Dauphine
Downloads 4,696
34.

Beyond Econometrics: A Roadmap Towards Financial Machine Learning

Number of pages: 32 Posted: 22 Apr 2019 Last Revised: 03 May 2022
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,673
35.

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 4,611
36.

Machine Learning Asset Allocation (Presentation Slides)

Number of pages: 35 Posted: 18 Oct 2019 Last Revised: 01 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,603
37.

Focused Concept Miner (FCM): Interpretable Deep Learning for Text Exploration

Number of pages: 45 Posted: 21 Dec 2018 Last Revised: 23 Sep 2020
Working Paper Series
Boston University - Questrom School of Business, Carnegie Mellon University, Students and Boston University - Questrom School of Business
Downloads 4,588
38.

Trade Selection with Supervised Learning and OCA

ECML PKDD worshop MIDAS 2020, ECML PKDD worshop MIDAS 2020
Number of pages: 16 Posted: 27 Dec 2018 Last Revised: 21 Jun 2021
Accepted Paper Series
Université Paris Dauphine, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 4,506
39.

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 4,487
40.

AI and Machine Learning for Risk Management

Published as: Aziz, S. and M. Dowling (2019). “Machine Learning and AI for Risk Management”, in T. Lynn, G. Mooney, P. Rosati, and M. Cummins (eds.), Disrupting Finance: FinTech and Strategy in the 21st Century, Palgrave, pp 33-50.
Number of pages: 18 Posted: 02 Jul 2018 Last Revised: 10 Feb 2019
Accepted Paper Series
Rennes School of Business and Dublin City University Business School
Downloads 4,268
41.

Why Fairness Cannot Be Automated: Bridging the Gap Between EU Non-Discrimination Law and AI

Computer Law & Security Review 41 (2021): 105567.
Number of pages: 72 Posted: 27 Mar 2020 Last Revised: 28 Sep 2021
Accepted Paper Series
University of Oxford - Oxford Internet Institute, University of Oxford - Oxford Internet Institute and Amazon Web Services, Inc.
Downloads 4,254
42.

Deep Learning and Financial Stability

Number of pages: 45 Posted: 13 Nov 2020
Working Paper Series
Masachusetts Institute of Technology (MIT) Sloan School of Management and Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science
Downloads 4,219
43.

Fairness and Abstraction in Sociotechnical Systems

2019 ACM Conference on Fairness, Accountability, and Transparency (FAT*), 59-68
Number of pages: 17 Posted: 07 Nov 2018 Last Revised: 30 Jan 2020
Accepted Paper Series
UCLA School of Law, Microsoft Research, Haverford College, University of Utah and Princeton University
Downloads 4,195
44.

Advances in Financial Machine Learning: Lecture 7/10 (seminar slides)

Number of pages: 64 Posted: 15 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 4,139
45.

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 4,116
46.

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 4,021
47.

Real-Time Driver Drowsiness Detection System Using Eye Aspect Ratio and Eye Closure Ratio

Proceedings of International Conference on Sustainable Computing in Science, Technology and Management (SUSCOM), Amity University Rajasthan, Jaipur - India, February 26-28, 2019
Number of pages: 7 Posted: 14 Jun 2019
Working Paper Series
Jaypee Institute of Information Technology (JIIT), Jaypee Institute of Information Technology (JIIT), Jaypee Institute of Information Technology (JIIT) and Jaypee Institute of Information Technology (JIIT)
Downloads 4,018
48.

BCMA-ES II: Revisiting Bayesian CMA-ES

A.I Square Working Paper, March 2019, France
Number of pages: 10 Posted: 06 May 2019
Working Paper Series
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha and A.I. Square Connect
Downloads 3,903
49.

Artificial Intelligence & Human Resource Management in Indian IT Sector

Proceedings of 10th International Conference on Digital Strategies for Organizational Success
Number of pages: 6 Posted: 23 Jan 2019
Working Paper Series
University of Mysore and University of Mysore
Downloads 3,824
50.

Advances in Financial Machine Learning: Lecture 8/10 (seminar slides)

Number of pages: 82 Posted: 21 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,815