17 citations · 36 across the 16 of their papers we have counts for
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cs.CE2024
A Language Model-Guided Framework for Mining Time Series with Distributional Shifts
Haibei Zhu, Yousef El-Laham, Elizabeth Fons +1
Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shi…
cs.CE2019
A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing
Elizabeth Fons, Paula Dawson, Jeffrey Yau +2
The financial crisis of 2008 generated interest in more transparent, rules-based strategies for portfolio construction, with Smart beta strategies emerging as a trend among institu…