Machine Learning & Quant Finance

Machine Learning & Quant Finance

Share this post

Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: March 2024, Week-4
Copy link
Facebook
Email
Notes
More

Quant Letter: March 2024, Week-4

Weekly (39th Edition)

Dr. Derek Snow's avatar
Dr. Derek Snow
Mar 27, 2024
∙ Paid
1

Share this post

Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: March 2024, Week-4
Copy link
Facebook
Email
Notes
More
Share

ArXiv

Finance

GAN Utility Optimization: The study uses a generative adversarial network (GAN) to solve utility optimization problems in market settings, performing as well as optimal strategies and better in settings without a known optimal strategy. (2024-03-22, shares: 5)

Nonlinear Financial Market Shifts: The paper introduces new mathematical methods to detect temporal shifts in US equities, investigates nonlinear shifts in market sector structure, studies network structure in new market sectors, and conducts sampling experiments across various sample spaces. (2024-03-22, shares: 2)

Keep reading with a 7-day free trial

Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.

Already a paid subscriber? Sign in
© 2025 Derek Snow
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share

Copy link
Facebook
Email
Notes
More