Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Polson, N. G."'
We construct a deep portfolio theory. By building on Markowitz's classic risk-return trade-off, we develop a self-contained four-step routine of encode, calibrate, validate and verify to formulate an automated and general portfolio selection process.
Externí odkaz:
http://arxiv.org/abs/1605.07230
We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems -- such as those presented in designing and pricing securities, constructing portfolios, and risk managemen
Externí odkaz:
http://arxiv.org/abs/1602.06561
We develop a simple stock selection model to explain why active equity managers tend to underperform a benchmark index. We motivate our model with the empirical observation that the best performing stocks in a broad market index often perform much be
Externí odkaz:
http://arxiv.org/abs/1510.03550
Autor:
POLSON, N. G., SCOTT, J. G.
Publikováno v:
Biometrika, 2013 Jun 01. 100(2), 459-471.
Externí odkaz:
https://www.jstor.org/stable/43304570
Publikováno v:
Applied Stochastic Models in Business & Industry. Nov2017, Vol. 33 Issue 6, p690-693. 4p.
Publikováno v:
Applied Stochastic Models in Business & Industry. Jan/Feb2017, Vol. 33 Issue 1, p3-12. 10p.
Autor:
Yelland, A., Graham, M. D., Trott, P. A., Ford, H. T., Coombes, R. C., Gazet, J.-C., Polson, N. G.
Publikováno v:
BMJ: British Medical Journal, 1991 Mar . 302(6777), 618-620.
Externí odkaz:
https://www.jstor.org/stable/29710751
Autor:
Polson, N. G., Roberts, G. O.
Publikováno v:
Stochastic Processes and their Applications; 1993, Vol. 48 Issue: 2 p341-341, 1p