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03/05/2020
Non-stationary neural network for stock return prediction
We consider the problem of neural network training in a time-varying con...
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01/26/2020
Semi-metric portfolio optimisation: a new algorithm reducing simultaneous asset shocks
This paper proposes a new method for financial portfolio optimisation ba...
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12/12/2019
A new method for similarity and anomaly detection in cryptocurrency markets
We propose a new approach using the MJ_1 semi-metric, from the more gene...
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11/04/2019
