Multi-Target Forecasting using Conditional Mean Embedding
240801_Multi-Target_Forecasting_using_Conditional_Mean_Embedding
Introducing NBEATSx to realized volatility forecasting
Introducing NBEATSx to realized volatility forecasting
Time series analysis using variational mode decomposition with deep learning
Time series analysis using variational mode decomposition with deep learning.
Ethereum spot ETF
Ethereum spot ETF ethereum etf
Graph Neural Network for Time-series Forecasting
Examine two papers about multivariate time-series forecasting using Graph Neural Network; StemGNN and MTGNN 240426_Graph_Neural_Network_for_Time-series_Forecasting
Reinforcement learning and Inverse Reinforcement learning Applications in Finance
Examine the basic theories of reinforcement learning and inverse reinforcement learning, and investigate related applications in the finance. File: (240412) FRE Seminar – RL and IRL apllications in finance
Recent Techniques for Multi-Objective Optimization
Summary: Briefly introduce multi-objective optimization(MOO), a problem of optimizing multiple objective functions simultaneously, and its use cases in finance. And also introduce recent methodologies (mainly related to gradient descent) for solving the MOO problem. File: 240405_Recent_Techniques_for_Multi-Objective_Optimization