September 1st 2022 (ML Quant)
blog.ml-quant.com
There is an interesting Cornell financial engineering conference coming up. ArXiv Quant papers of note include Learning Financial Networks with High-frequency Trade Data (link) and Asset Allocation: From Markowitz to Deep Reinforcement Learning (link).
The top general ML section graphed-based time series forecasting (GSA-Forecaster) might be interesting…
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