Fields- 4th Industrial-Academic Workshop on Optimization and Artificial Intelligence in Finance

  1. Title:
    Forecasting ETFs using Machine Learning

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  2. Title:
    Recent Advances in NLP and Implications for Trading

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  3. Title:
    Continuous Control with Deep Dynamic Recurrent Reinforcement Learning for Portfolio Optimization

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  4. Title:
    Minimizing Generalization Error in Mean-Variance Optimization

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  5. Title:
    Tutorial on Assembling Big Data Financial Solutions

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  6. Title:
    Distributionally Robust Models for Data-Driven Optimization of Reward-Risk Ratio Performance Measures

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  7. Title:
    Optimization of Covered Calls

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  8. Title:
    Valuation of game options under volatility uncertainty

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  9. Title:
    Use of AI for Retail Credit Adjudication Models

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  10. Title:
    A Markov regime-switching framework for portfolio optimization

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  11. Title:
    Shrinking Horizon, Scenario-based Optimal Liquidation with Lower Partial Moments Criteria

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  12. Title:
    Corporate Credit Ratings: A Simple Framework using Machine Learning Algorithms

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  13. Title:
    A Look at Building Cloud Applications for Portfolio Optimization and AI Based Stress Testing

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  14. Title:
    Mitigating Model Risk of Weather Derivative Portfolios

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  15. Title:
    Stochastic Model for Commodity Pricing Utilizing Supply and Demand Data

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  16. Title:
    Measuring Customer Lifetime Value

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  17. Title:
    Tutorial on Assembling Financial AI Solutions on IBM Cloud

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  18. Title:
    Machine Learning for Yield Curve Feature Extraction: Application to Corporate Illiquid Bonds

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