Selection of the best papers on quantitative finance, risk management, data science and anything else very interesting.
| Association, correlation e causation |
| Forecasting Sotck Market Prices - Lessons for forecasters |
| Absolute momentum - A simple rule based strategy |
| Generalising random forest parameters |
| Linear Regression |
| The origins of logistic regression |
| Sisporto 2.0 - A program for automated analysis of cardiotograms |
| Statistical computing with R |
| Understanding logistic regression analysis |
| Isolation Forest |
| Accenture built to scale report |
| An introduction to ROC analysis |
| Neuralnet - training of neural networks |
| Testing the Hypothesis of Contagion Using Multivariate Volatility Models |
| Financial Risk Management |
| VIX Index Strategies- Shorting Volatility As a Portfolio Enhancing Strategy |
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