Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies
On 6 Mar, 2023 By admin 0 Comments
Portfolio Management
Wealth Management - Goals-Based Application of Fragility Detection Theory
On 20 Feb, 2023 By admin 0 Comments
Multifractal Geometry in Stock Market Time Series - DSA External Course 2023
On 20 Feb, 2023 By admin 0 Comments
DSA External Course, 2023
Discuss fractals.
Discuss multifractal (multiscaling) attributes of time series of returns in stock markets.
Introduce a direct geometrical framework in attempt to understand underlying market dynamics and time series.
Discuss techniques allowing the multifractal decomposition including the Most Singular Manifold (MSM), which contains the relevant information about the dynamics of the series: it is possible to reconstruct the series (at a given precision) from the MSM.
The Case for an Unmanaged Investment Company
On 20 Feb, 2023 By admin 0 Comments