Machine Learning
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Deep Learning
- Model explainability: Variable significance tests for deep nets
- Addressing incomplete information: Filtered Deep Learning
- Deep recurrent nets for capturing path dependence in risk predictions
- Financial time series modeling using deep nets
- Building equity factor models via deep nets
Other
- Optimal portfolios via random forests
- Inference and robust solution methods for stochastic optimization problems
- Assessment of the performance of classifiers relative to subjective human judgement