4 papers
Class of topological portfolios: Are they better than classical portfolios?
Anubha Goel, Amita Sharma, Juho Kanniainen
Topological Data Analysis (TDA), an emerging field in investment sciences, harnesses mathematical methods to extract data features based on shape, offering a promising alternative…
A comprehensive review and analysis of different modeling approaches for financial index tracking problem
Vrinda Dhingra, Amita Sharma, Anubha Goel
Index tracking, also known as passive investing, has gained significant traction in financial markets due to its cost-effective and efficient approach to replicating the performanc…
Classifying and Clustering Trading Agents
Mateusz Wilinski, Anubha Goel, Alexandros Iosifidis +1
The rapid development of sophisticated machine learning methods, together with the increased availability of financial data, has the potential to transform financial research, but…
Foundation Time-Series AI Model for Realized Volatility Forecasting
Anubha Goel, Puneet Pasricha, Martin Magris +1
Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be…