9:36
"Intraday Volatility-Volume Joint Modeling and Forecasting: A State-space Approach" by Shengjie Xiu
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"Learning Bipartite Graphs: Heavy Tails and Multiple Components" by Jose V. Cardoso (NeurIPS 2022).
275 views • 1 year ago
10:17
"Graphical Models in Heavy-tailed Markets" by Jose Vinicius de M. Cardoso (NeurIPS 2021).
802 views • 2 years ago
13:23
"The POP estimator for the degree of freedom parameter of multivariate t-distribution"
454 views • 2 years ago
7:52
"Honey, Heuristic is Already Optimum" by Rui Zhou, Convex Group seminar (April 16, 2021)
538 views • 2 years ago
40:47
"Kalman Filtering with Applications in Finance" by Shengjie Xiu, course tutorial 2021
21K views • 3 years ago
35:34
"Learning Trading Signals" by Xiwen Wang, course tutorial 2020
3K views • 3 years ago
33:33
"Stock Graphs for Hierarchical Risk Parity Portfolio" by Zé Vinícius, course tutorial, 2020
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"Learning Graphs in Financial Markets" by Jose Vinicius de M. Cardoso.
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Promotional video for NeurIPS2020 paper on graph learning presented by Jose Vinicius de M. Cardoso.
427 views • 3 years ago
51:41
Plenary Talk: "Learning graphs of stocks: From iid to time-varying models"
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11:34
"Risk Parity Portfolios" by Zé Vinícius, 2020
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11:48
"A Theoretical Basis for Practitioners 1/N and Long-only Quintile Portfolio" by Rui Zhou, ICASSP2020
555 views • 4 years ago
16:47
"M-estimators of scatter with eigenvalue shrinkage" by Prof. Esa Ollila, ICASSP2020.
420 views • 4 years ago
34:45
"Imputation of Time Series with Missing Values under Heavy-Tailed AR Model" by Prof. Daniel Palomar
1K views • 4 years ago
1:06:11
Financial Engineering Playground: Signal Processing, Robust Estimation, Kalman, Optimization
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2:00
Promotional video for NeurIPS2019 paper on graph learning presented by Jose Vinicius de M. Cardoso.
763 views • 4 years ago
End of Videos