Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Giuseppe Nuti"'
Publikováno v:
Journal of Finance and Data Science, Vol 9, Iss , Pp 100101- (2023)
The construction of replication strategies for contingent claims in the presence of risk and market friction is a key problem of financial engineering. In real markets, continuous replication, such as in the model of Black, Scholes and Merton (BSM),
Externí odkaz:
https://doaj.org/article/fc8addca19e14fd1950fbb64a32b1026
Publikováno v:
Machine Learning and Knowledge Extraction, Vol 4, Iss 4, Pp 1011-1023 (2022)
Numerous approaches address over-fitting in neural networks: by imposing a penalty on the parameters of the network (L1, L2, etc.); by changing the network stochastically (drop-out, Gaussian noise, etc.); or by transforming the input data (batch norm
Externí odkaz:
https://doaj.org/article/ab08021471694729817e76407cba5709
Publikováno v:
Frontiers in Applied Mathematics and Statistics, Vol 7 (2021)
Bayesian Decision Trees provide a probabilistic framework that reduces the instability of Decision Trees while maintaining their explainability. While Markov Chain Monte Carlo methods are typically used to construct Bayesian Decision Trees, here we p
Externí odkaz:
https://doaj.org/article/4d9fae6db29e449bb73cafc44a410295
Autor:
Giuseppe Nuti
K-Nearest Neighbours (k-NN) is a popular classification and regression algorithm, yet one of its main limitations is the difficulty in choosing the number of neighbours. We present a Bayesian algorithm to compute the posterior probability distributio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1166c0a695f4908a5e916902068489bb
http://arxiv.org/abs/1705.09407
http://arxiv.org/abs/1705.09407
Publikováno v:
Computer. 44:61-69
In electronic financial markets, algorithmic trading refers to the use of computer programs to automate one or more stages of the trading process: pretrade analysis (data analysis), trading signal generation (buy and sell recommendations), and trade
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb3c56f9df6c61093af0828c9d5affbd
https://doi.org/10.1109/mc.2011.31
https://doi.org/10.1109/mc.2011.31
Publikováno v:
Computer. 43:36-43
Banks and investment funds are increasingly basing their competitiveness on the quality of their quantitative technology, including programming techniques, analytical methods, and applications such as financial forecasting, option pricing, and risk m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::57b108c132df9ce96f1b4e1380ed2a14
https://doi.org/10.1109/mc.2010.343
https://doi.org/10.1109/mc.2010.343
Autor:
Cannelli, Loris1 loris.cannelli@idsia.ch, Nuti, Giuseppe2 giuseppe.nuti@ubs.com, Sala, Marzio3 marzio.sala@ubs.com, Szehr, Oleg1 oleg.szehr@idsia.ch
Publikováno v:
Journal of Finance & Data Science. Nov2023, Vol. 9, p1-22. 22p.
Autor:
بن قراب صفية1 bengrab.safia@univ-alger3.dz
Publikováno v:
Manhel Economic Journal. 2023, Vol. 6 Issue 1, p21-36. 16p.
Publikováno v:
Machine Learning & Knowledge Extraction; Dec2022, Vol. 4 Issue 4, p1011-1023, 13p