Introduction
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Bayesian Machine Learning
Deep Learning
Finance/Quant Finance
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General Data Science
Machine Learning
Numerical and Optimization
Traditional Statistics
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Quant Finance Notes
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Reading List
Bayesian Machine Learning
Deep Learning
Machine Learning
Numerical and Optimization
Traditional Statistics
Books
Notes
Neural ODE
Relational Dependency Networks
LDA
KSD for Goodness-of-fit Tests
LTK Goodness-of-Fit Test
Sample Complexity Bounds for Gaussian Mixtures
A Complete Recipe for SGMCMC
Sharpe Minima Can Generalize
Large Batch Training and Sharpe Minima
Riemann Manifold Langevin and HMC
Path-SGD: Path-normalized Optimization in Deep Neural Networks
Empirical Analysis of DNN Loss Surfaces
Good Semi-supervised Learning that Requires a Bad GAN
Faster Rates for Frank-Wolfe over Strongly-Convex Sets
The Element of Financial Econometrics
Double machine learning for treatment effect
Part 1: Reinforcement Learning: An Introduction
Part 2: Reinforcement Learning: An Introduction (2)
Trust Region Policy Optimization
Prioritized Experience Replay
A Galtonian Perspective on Shrinkage Estimators
Regression Shrinkage and Selection via the Lasso
Nonparametric Instrumental Regression
Decentralized mining in centralized pools
Majority is not enough: Bitcoin mining is vulnerable
Lazy Prices
Confidence Intervals for Policy Evaluation in Adaptive Experiments
Statistical Inference with M-Estimators on Adaptively Collected Data
Realized Variance and Market Microstructure Noise
Blockchain without waste: Proof-of-stake
Crowdsourced employer reviews and stock returns
A Survey of Attacks on Ethereum Smart Contracts
Technological Links and Predictable Returns
Extrapolative beliefs in the cross-section: What can we learn from the crowds?
Geographic Lead-Lag Effects
Shared Analyst Coverage: Unifying Momentum Spillover Effects
Q-Factor Model
Short- and Long-Horizon Behavioral Factors
Stambaugh-Yuan Four Factors
Chinese NLP
Chinese Stock Market Shell Value
Size and Value
Tracking Retail Investor Activity
Graph Convolution and Graph Attention
P-hacking
General Structures and Techniques in Deep Learning
Temporal Convolutional Network
Which Beta?
Out of Sample Predictability
Multi-factor in Cryptocurrency
Quant Machine Learning
Behavioral Finance
Nonlinear Dimension Reduction
Momentum
Lottery-like Stocks
TabNet
Kaggle Finance Competition Solution Summary
Feature Interaction
ESG
Idiosyncratic Volatility
Volume
Overnight Return Reserval
Neural Architecture Search
Meta Learning
Nominal Price Ilusion
Co-trade Network
Order Imbalance with Trade Flow Decomposition
Time Seris Machine Learning
PEAD
Risk Parity
NLP in Finance
Self-supervised Learning for Tabular Data
Regime Modeling
Financial Statement Related
Deep Learning in Finance
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Numerical and Optimization
Numerical and Optimization
Numerical and Optimization
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