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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Clustering Forex Market

05/07/2023

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How to detect outliers in a set of financial time series?

31/05/2023

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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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Doubling Down: Double Deep Q-networks for trading

07/12/2022

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Hierarchical clustering: explanation and classification

25/05/2022

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Random Forest on Financial Ratios as an Investment Strategy

28/04/2022

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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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Predicting NASDAQ price using news

16/03/2022

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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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Reducing data dimensionality using PCA

28/04/2021

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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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Improving time series animations in matplotlib (from 2D to 3D)

03/02/2021

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Reinforcement Learning for Trading

16/12/2020

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Dream team: Combining classifiers

29/10/2020

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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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Variational autoencoder as a method of data augmentation

03/06/2020

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What is the difference between parameters and hyperparameters?

13/05/2020

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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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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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Mitigating overfitting on Trading Strategies

04/12/2019

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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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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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Classification of Market Regimes

17/04/2019

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Learning to Rank with TensorFlow

10/04/2019