Optimal Linear Signal: An Unsupervised Machine Learning Framework to Optimize PnL with Linear Signals
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- Mahsa Ghorbani & Edwin K P Chong, 2020. "Stock price prediction using principal components," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-20, March.
- A. Max Reppen & H. Mete Soner & Valentin Tissot-Daguette, 2022. "Deep Stochastic Optimization in Finance," Papers 2205.04604, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2024-03-04 (Big Data)
- NEP-CMP-2024-03-04 (Computational Economics)
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