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09/29/2022
Feature Selection via the Intervened Interpolative Decomposition and its Application in Diversifying Quantitative Strategies
In this paper, we propose a probabilistic model for computing an interpo...
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06/28/2022
Applications of Reinforcement Learning in Finance – Trading with a Double Deep Q-Network
This paper presents a Double Deep Q-Network algorithm for trading single...
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06/27/2022
High-Frequency Causality in the VIX Index and its derivatives: Empirical Evidence
In February 2018, the VIX index has seen its largest ever increase and h...
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03/01/2021
