Machine Learning & Quant Finance

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Quant Letter: August 2023, Week 4

blog.ml-quant.com

Quant Letter: August 2023, Week 4

Weekly quantitative finance newsletter

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Aug 24, 2023
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Quant Letter: August 2023, Week 4

blog.ml-quant.com
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ArXiv

Finance

Financial Network Learning for Momentum Strategies: The L2GMOM machine learning framework enhances portfolio profitability and risk management by learning financial networks and optimizing trading signals. (2023-08-23, shares: 7)

Time-Inconsistent Portfolio Optimization with Stocks: A proposed machine learning algorithm for portfolio optimiza…

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