September 1st 2022 (ML Quant)

Some links for the month of August

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…