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PinnedReturn, Risk Measurement & Portfolio Optimization TechniqueCapital allocation with Convex Optimization, Kelly’s Criterion & Markowitz Efficient FrontierJul 23, 2021Jul 23, 2021
The importance and application of Vector Error Correction Model (VECM)The auto regressive category has three distinct models; let is clear our understanding of them using the table below.Feb 13, 20241Feb 13, 20241
Best of Momentum Strategy to Find Consistent Trend Using RSIHow momentum trading strategy can yield sustainable returnAug 16, 20212Aug 16, 20212
Mathematical Optimization Model Using Stochastic Time-SeriesMean-variance & Convex portfolio optimization modelAug 13, 2021Aug 13, 2021
Take Time-Series a Level-Up with Walk-Forward ValidationOptimize time-series with Walk-Forward ValidationAug 2, 20211Aug 2, 20211
Back-Testing Mean Reversion Trading Strategy with Threshold Value-Energy SeriesTrend following mean reversion with look-back intervalJul 10, 2021Jul 10, 2021
Solve Skewed Binary Class Distribution with Neural NetworkDifficult task of solving Imbalance Class distributionJul 4, 2021Jul 4, 2021
Solve Imbalanced Class with Boosting AlgorithmsAdaBoost, RUSBoost & SMOTEBoost to improve the classification performanceJun 30, 20211Jun 30, 20211
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