Haris Karagiannakis
Haris Karagiannakis
Home
Teaching
Projects
Codes
Contact
Light
Dark
Automatic
Machine Learning
US Inflation Dynamics
Visualizing the change in inflation dynamics as captured by LASSO using a large macro dataset (FRED-MD). See
here
for an animated (gif) version.
A Trade-signal Generator for Improving Portfolio Returns of Factor Strategies
Employing an ANN trade-direction signal generator to boost the realized returns obtained from the decile portfolios of the beta anomaly in the US equities market.
Cite
×
