5 citations · 7 across the 3 of their papers we have counts for
3 papers
Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe
Szymon Kubiak, Tillman Weyde, Oleksandr Galkin +2
We present a novel process for generating synthetic datasets tailored to assess asset allocation methods and construct portfolios within the fixed income universe. Our approach beg…
Making Good on LSTMs' Unfulfilled Promise
Daniel Philps, Artur d'Avila Garcez, Tillman Weyde
LSTMs promise much to financial time-series analysis, temporal and cross-sectional inference, but we find that they do not deliver in a real-world financial management task. We exa…
Continual Learning Augmented Investment Decisions
Daniel Philps, Tillman Weyde, Artur d'Avila Garcez +1
Investment decisions can benefit from incorporating an accumulated knowledge of the past to drive future decision making. We introduce Continual Learning Augmentation (CLA) which i…