1 citations · 1 across the 1 of their papers we have counts for
2 papers
stat.AP2019★ 1 cited
Strategic Bayesian Asset Allocation
Vadim Sokolov, Michael Polson
Strategic asset allocation requires an investor to select stocks from a given basket of assets. The perspective of our investor is to maximize risk-adjusted alpha returns relative…
stat.ML2018
Deep Learning for Energy Markets
Michael Polson, Vadim Sokolov
Deep Learning is applied to energy markets to predict extreme loads observed in energy grids. Forecasting energy loads and prices is challenging due to sharp peaks and troughs that…