Daring to quantify the markets |

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AI case study: Long/Short Strategy

29/09/2023

Artificial Intelligence

A new way to train neural networks: the Forward-Forward algorithm

27/07/2023

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Ranking aggregation using genetic algorithms

17/05/2023

Artificial Intelligence

Financial Machine Learning pitfalls: it’s levioosa, not leviosaa

19/04/2023

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Generative Adversarial Networks: A rivalry that strengthens

22/03/2023

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Yield curve modeling

15/02/2023

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Doubling Down: Double Deep Q-networks for trading

07/12/2022

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Beyond linear II: the Unscented Kalman Filter

16/11/2022

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Self-organizing maps for an investment strategy

07/09/2022

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On the origins of some stochastic processes

30/06/2022

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Forming Inflation expectations

08/06/2022

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Hierarchical clustering: explanation and classification

25/05/2022

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Measuring uncertainty in time series data

21/04/2022

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Transformers: is attention all we need in finance? Part II

06/04/2022

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TF-IDF: summarising news with python

02/03/2022

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Self-organizing maps for clustering

15/12/2021

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Transformers: is attention all we need in finance? Part I

24/11/2021

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Optimizing implicitly using genetic algorithms

09/09/2021

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Beyond linear: the Extended Kalman Filter

21/07/2021

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Implementing a RNN with numpy

30/06/2021

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Improving crypto investing with Reinforcement Learning

23/06/2021

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Concepts of Entropy in Finance: Transfer entropy

10/06/2021

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What is Mutual Information?

31/03/2021

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4 simple ways to label financial data for Machine Learning

17/03/2021

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SigCWGAN, a new generation GAN architecture for Time Series Generation.

24/02/2021

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Reinforcement Learning for Trading

16/12/2020

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Decision Trees: Gini vs Entropy

02/12/2020

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Clustering S&P500 using Fully Convolutional Autoencoders

14/10/2020

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An Introduction to Time Series Signatures

23/09/2020

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Introduction to NLP: Sentiment analysis and Wordclouds

29/07/2020

Artificial Intelligence

The secret sauce that makes Deep Learning frameworks so powerful

22/07/2020

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What is the difference between Extra Trees and Random Forest?

17/06/2020

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Variational autoencoder as a method of data augmentation

03/06/2020

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Can neural networks predict the stock market just by reading newspapers?

06/05/2020

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Understanding Neural Networks (with Graphs)

29/04/2020

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Create your own Deep Learning framework using Numpy

26/02/2020

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Generating OHLC bars with Generative Adversarial Networks

30/01/2020

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Autoencoder based outlier detection in FOREX

15/01/2020

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Dimensionality reduction method through autoencoders

11/12/2019

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What is the difference between feature extraction and feature selection?

14/11/2019

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Mitigating overfitting on Financial Datasets with Generative Adversarial Networks

16/10/2019

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An age prediction solution applied to rank returns

09/10/2019

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Encoding financial texts into dense representations

11/09/2019

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What is the difference between Deep Learning and Machine Learning?

01/08/2019

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Geometrical evaluation of Generative Adversarial Networks

24/07/2019

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Outliers detection with autoencoder, a neural network

10/07/2019

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Generating Financial Series with Generative Adversarial Networks Part 2

24/06/2019

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From the Neuron to the Net

12/06/2019

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Fundamental Manifoldness

27/03/2019

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Generating Financial Series with Generative Adversarial Networks

20/03/2019

Artificial Intelligence

Ranking Quality

13/03/2019

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Fixed income from interest rates’ point of view

27/02/2019

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Deep Reinforcement Trading

28/11/2018

Artificial Intelligence

Estimating the probability of something that never happened

21/11/2018

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Volcano escape with Gradient Descent

07/11/2018

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Synthetic prices… and burgers

31/10/2018

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Scaling/ normalisation/ standardisation: a pervasive question

18/10/2018

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Evening class imbalance before the war

12/09/2018

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10 Reasons for loving Nearest Neighbors algorithm

18/07/2018

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To be or not to be (correlated)

05/07/2018

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Improving data diversity. Synthetic Financial Time Series Generator

09/05/2018

Artificial Intelligence

Isolation forest: the art of cutting off from the world

04/04/2018

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How do stock market prices work?

31/01/2018

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When distance is the issue

24/01/2018

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Forecasting S&P 500 using Machine Learning

20/12/2017

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Hierarchical clustering of Exchange-Traded Funds

13/12/2017

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Dropout in feed-forward neural networks

06/12/2017

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Asset allocation with constraints using Backtracking

22/11/2017

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This is why Machine Learning boosts your brain

20/09/2017

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Neural networks

13/09/2017

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Stochastic portfolio theory, revisited!

26/07/2017

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«Past performance is no guarantee of future results», but helps a bit

12/07/2017

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K-Means in investment solutions: fact or fiction

19/04/2017

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What is the difference between Artificial Intelligence and Machine Learning?

23/03/2017

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Random forest: many are better than one

15/02/2017

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Non-parametric estimation

01/02/2017

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Classification trees in Matlab

20/01/2017

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Applying genetic algorithms to define a trading system

22/12/2016

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Graph theory: connections in the market

01/12/2016

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Data cleansing & data transformation

10/11/2016

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Learning with kernels: an introductory approach

28/09/2016

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SVM versus a monkey. Make your bets.

15/09/2016

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Clustering: «Two’s company, three’s a crowd»

29/07/2016

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Euro Stoxx Strategy with Machine Learning

15/07/2016

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Visualizing Fixed Income ETFs with T-SNE

07/07/2016

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Hierarchical clustering, using it to invest

22/06/2016

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Markov switching regimes say… bear or bullish?

09/06/2016

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«K-Means never fails», they said…

28/04/2016

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What is the difference between Bagging and Boosting?

20/04/2016

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Outliers: looking for a needle in a haystack

06/04/2016

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Machine Learning: a brief breakdown

03/03/2016

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Stock classification with ISOMAP

27/01/2016

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Sir Bayes: all but not naïve!

21/10/2015

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Returns clustering with k-Means algorithm

14/10/2015

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Confusion matrix & MCC statistic

24/06/2015

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Reproducing the S&P500 by clustering

08/05/2015

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Random forest vs simple tree

07/01/2015

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Clasificando el mercado mediante árboles de decisión

05/09/2014

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Árboles de clasificación en Matlab

18/08/2014

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Redes neuronales II

30/07/2014

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Análisis de componentes principales

31/03/2014

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Vecinos cercanos en una serie temporal

30/03/2014

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Redes Neuronales

30/03/2014

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Caso práctico: multidimensional Scaling

28/03/2014