25 citations · 35 across the 5 of their papers we have counts for
7 papers
Rethinking Beta: A Causal Take on CAPM
Naftali Cohen
The CAPM regression is typically interpreted as if the market return contemporaneously \emph{causes} individual returns, motivating beta-neutral portfolios and factor attribution.…
Visual Time Series Forecasting: An Image-driven Approach
Naftali Cohen, Srijan Sood, Zhen Zeng +2
In this work, we address time-series forecasting as a computer vision task. We capture input data as an image and train a model to produce the subsequent image. This approach resul…
Visual Time Series Forecasting: An Image-driven Approach
Srijan Sood, Zhen Zeng, Naftali Cohen +2
Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users…
What can be learned from satisfaction assessments?
Naftali Cohen, Simran Lamba, Prashant Reddy
Companies survey their customers to measure their satisfaction levels with the company and its services. The received responses are crucial as they allow companies to assess their…
Adversarial Attacks on Machine Learning Systems for High-Frequency Trading
Micah Goldblum, Avi Schwarzschild, Ankit B. Patel +1
Algorithmic trading systems are often completely automated, and deep learning is increasingly receiving attention in this domain. Nonetheless, little is known about the robustness…
The Effect of Visual Design in Image Classification
Naftali Cohen, Tucker Balch, Manuela Veloso
Financial companies continuously analyze the state of the markets to rethink and adjust their investment strategies. While the analysis is done on the digital form of data, decisio…
Trading via Image Classification
Naftali Cohen, Tucker Balch, Manuela Veloso
The art of systematic financial trading evolved with an array of approaches, ranging from simple strategies to complex algorithms all relying, primary, on aspects of time-series an…