Two weeks ago, I was invited to present about Machine Learning and its applications in Quantitative Finance at a conference in London, UK. Without a… Read More »Applying Machine Learning Techniques in Quantitative Finance
Imagine that one day, you see people are queuing up in front of Bank A; so you ask the staff at the counter, you are… Read More »An Application of Data Science and Mathematics in Finance
On 3 Dec 2018 when the US treasury yield curves inverted (a short-term US government bond yield is higher than its long-term yield), Economists quickly… Read More »Inverted yield curve followed by 800-point plunge in Dow next day; how about inverted CDS curves?
Past literature show that the comparisons of classifier’s performance are specific to the types of datasets (e.g., Pharmaceutical industry data) used; i.e., some classifiers may… Read More »Apply Machine Learning Techniques to Problems in Financial Market
Does it sound familiar to you? In order to get an idea of how to choose a parameter for a given classifier, you have to… Read More »A Guide for Applying Machine Learning Techniques in Finance
Cross Validation is often used as a tool for model selection across classifiers. As discussed in detail in the following paper https://ssrn.com/abstract=2967184, Cross Validation is… Read More »Choice of K in K-fold Cross Validation for Classification in Financial Market