Risk Management What is the difference between Passive Hedging and Active Hedging? 27/07/2022 aporras
All From theory to practice: Challenging the market using MPT-based investment strategy 22/06/2022 Mikel Unibaso Berrueta
Machine Learning Transformers: is attention all we need in finance? Part II 06/04/2022 Alejandro Pérez
All In the pursuit of the Perfect Portfolio: Modern Portfolio Theory 09/03/2022 Mikel Unibaso Berrueta
Asset Management What Is The Difference Between Time-Weighted and Money-Weighted Returns? 20/01/2022 Enrique Millán
All Volatilities and Correlations of Cross Rates, a Geometrical Understanding 01/12/2021 Juan Martínez
Artificial Intelligence Transformers: is attention all we need in finance? Part I 24/11/2021 Alejandro Pérez
Artificial Intelligence Concepts of Entropy in Finance: Transfer entropy 10/06/2021 Konstantinos Pappas
Artificial Intelligence 4 simple ways to label financial data for Machine Learning 17/03/2021 Alejandro Pérez
All SigCWGAN, a new generation GAN architecture for Time Series Generation. 24/02/2021 Fernando De Meer
Asset Management Deflated Sharpe Ratio (how to avoid been fooled by randomness) 05/11/2020 Rubén Briones
Artificial Intelligence Clustering S&P500 using Fully Convolutional Autoencoders 14/10/2020 Pablo Leo
Artificial Intelligence Variational autoencoder as a method of data augmentation 03/06/2020 T. Fuertes
Machine Learning Can neural networks predict the stock market just by reading newspapers? 06/05/2020 Juan Luis Ruiz Tagle
Asset Management Hedging an Option through the Black-Scholes model in discrete time 22/04/2020 Ricardo Moreno
All Predicting the fall: Revisiting the “Forecasting VIX peaks” experiment. 01/04/2020 Fernando De Meer
Artificial Intelligence Generating OHLC bars with Generative Adversarial Networks 30/01/2020 Gustavo Vargas
Machine Learning What is the difference between feature extraction and feature selection? 14/11/2019 aporras
Artificial Intelligence Mitigating overfitting on Financial Datasets with Generative Adversarial Networks 16/10/2019 Fernando De Meer
Artificial Intelligence What is the difference between Deep Learning and Machine Learning? 01/08/2019 aporras
Artificial Intelligence Geometrical evaluation of Generative Adversarial Networks 24/07/2019 Gustavo Vargas
Machine Learning Generating Financial Series with Generative Adversarial Networks Part 2 24/06/2019 Fernando De Meer
Artificial Intelligence Generating Financial Series with Generative Adversarial Networks 20/03/2019 Fernando De Meer
Artificial Intelligence Improving data diversity. Synthetic Financial Time Series Generator 09/05/2018 mplanaslasa
All What is the difference between Artificial Intelligence and Machine Learning? 23/03/2017 ogonzalez