decomposition algorithm) that allows us to deconstruct price series into the true efficient price and microstructure noise …

This comprehensive text and reference combines the theory behind financial engineering with numerous algorithms for … pricing, risk management, and portfolio management. It offers a thorough grounding in the subject for students and researchers …

In this work we analyze and implement different Reinforcement Learning (RL) algorithms in financial trading system … on-policy (SARSA) and off-policy (Q-Learning, Greedy-GQ) RL algorithms applied to daily trading in the Italian stock …

Evidence from Africa -- Part 2: Financial Risk Prediction using Machine Learning -- 5. Using Outlier Modification Rule for … Support Vector Machine and Logit Support Vector Machine -- 7. Predicting Corporate Failure using Ensemble Extreme Learning … Development for Predicting the Crude Oil Price: Comparative Evaluation of Ensemble and Machine Learning Methods -- part 4 …

correlation structures that geometrically represents solutions from asymptotic Random Matrix theory (RMT) consistently, and allows … Shocks Forecast which can save billions of dollars to the global economy. The topic falls within the scope of sequential, non-parametric …