3 papers
q-fin.GN2026
An Algorithmic Framework for Systematic Literature Reviews: A Case Study for Financial Narratives
Gabin Taibi, Joerg Osterrieder
This paper introduces an algorithmic framework for conducting systematic literature reviews (SLRs), designed to improve efficiency, reproducibility, and selection quality assessmen…
cs.LG2022
Feature Selection via the Intervened Interpolative Decomposition and its Application in Diversifying Quantitative Strategies
Jun Lu, Joerg Osterrieder
In this paper, we propose a probabilistic model for computing an interpolative decomposition (ID) in which each column of the observed matrix has its own priority or importance, so…
q-fin.ST2022
The Efficient Market Hypothesis for Bitcoin in the context of neural networks
Mike Kraehenbuehl, Joerg Osterrieder
This study examines the weak form of the efficient market hypothesis for Bitcoin using a feedforward neural network. Due to the increasing popularity of cryptocurrencies in recent…