2 papers
cs.LG2024
A Kalman Filter Based Framework for Monitoring the Performance of In-Hospital Mortality Prediction Models Over Time
Jiacheng Liu, Lisa Kirkland, Jaideep Srivastava
Unlike in a clinical trial, where researchers get to determine the least number of positive and negative samples required, or in a machine learning study where the size and the cla…
q-fin.PM2023
Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach
Shuo Han, Yinan Chen, Jiacheng Liu
Market traders often engage in the frequent transaction of volatile assets to optimize their total return. In this study, we introduce a novel investment strategy model, anchored o…