As the world moves towards greater automation, the need for intelligent algorithms to facilitate decision-making processes is becoming increasingly crucial. In this regard, contextual bandits have emerged as a powerful tool for addressing adaptive learning and decision-making challenges in various real-world applications. This blog post will delve into the theoretical underpinnings of contextual bandits, elucidating …
In today’s fast-paced financial world, businesses require accurate and timely financial forecasting to make informed decisions. Multivariate time series forecasting has become a popular technique in finance to predict future values of multiple variables simultaneously. It is a statistical method that models the behavior of several interdependent variables over time, considering the historical data of …
Using Multivariate Time Series Forecasting with Transformers in Finance Read More »
Introduction High-Frequency Trading (HFT) has transformed the financial markets, bringing increased liquidity and faster transaction times. However, it has also brought with it new and complex risks, particularly in the area of tail risk. Tail risk refers to the risk of rare and unexpected events that can have a significant impact on the market. In …
The Intersection of Machine Learning and Tail Risk Management in HFT Read More »
The world of trading has undergone a significant shift in recent years, with the advent of advanced technology and sophisticated algorithms playing a critical role in shaping the industry. One such technology that has been gaining traction is Oxford University’s Deep Double Duelling Q-Learning (DDDQL). This cutting-edge approach to Q-learning, a type of reinforcement learning, …
From Gamification to Profit: How Oxford U’s Q-Learning is Changing the Trading Game Read More »
Machine learning and financial engineering are two rapidly growing fields that have begun to intersect in recent years. Financial engineering is a discipline that combines mathematical techniques and engineering principles to design and analyze financial instruments and markets. Machine learning, on the other hand, is a subfield of artificial intelligence that involves the development of …
