Investing
Application of Kelly Criterion in Investing / Trading Strategies - DSA ADS Course - 2023
DSA ADS Course - 2023
This DSA ADS course is part of a series of courses that demonstrate how to use applied data science with high performance compute and high quality data to optimize decision making in real world investing / trading scenarios.
Quantifying the Behavior of Stock Correlations Under Market Stress: DSA ADS Course - 2023
DSA ADS Course - 2023
This DSA ADS course is part of a series of courses that demonstrate how to use applied data science with high performance compute and high quality data to optimize decision making in real world investing / trading scenarios.
Discuss complex systems and how to use multiple conceptual frameworks in attempt to understand dynamics of different complex system types.
Discuss correlations in complex systems using financial systems and quantifying state-dependent correlations in stock markets as example.
Application of Probability Theory in Investing / Trading Strategies - DSA ADS Course - 2023
DSA ADS Course - 2023
This DSA ADS course is part of a series of courses that demonstrate how to use applied data science with high performance compute and high quality data to optimize decision making in real world investing / trading scenarios.
Discuss application of probability theory in real world investing / trading scenarios.
Quantifying Trading Behavior in Financial Markets Using Google Trends - DSA ADS Course 2023
DSA ADS Course 2023
This DSA ADS course is part of a series of courses that demonstrate how to use applied data science with high performance compute and high quality data to optimize decision making in real world scenarios.
Discuss quantifying trading behavior in financial markets with application of probability theory in real world scenarios.
Damped Online Newton Step for Portfolio Selection
February 2022
Abstract
Skin In The Game Heuristic for Protection Against Tail Events - DSA ADS Course 2023
DSA ADS Course 2023
This DSA ADS course is part of a series of courses that demonstrate how to use applied data science with high performance compute and high quality data to optimize decision making in real world scenarios.
Discuss application of probability theory and concept of "skin in the game" in protecting against potential extreme negative consequences of tail events in real world scenarios.
SimTS: Rethinking Contrastive Representation Learning for Time Series Forecasting
Quantum amplitude estimation with error mitigation for time-evolving probabilistic networks
Capital Allocation: Results, Analysis, and Assessment - DSA ADS Course - 2023
DSA ADS Course - 2023
This DSA ADS course is part of a series of courses that demonstrate how to use applied data science with high performance compute and high quality data to optimize decision making in real world investing / trading scenarios.
Discuss how to use applied data science to make optimal capital allocation decisions.
Discuss capital allocation decisions for investors / traders. How to assess management's capital allocation skills? Discuss asset allocation, asset selection, and rebalancing.