47 citations · 47 across the 1 of their papers we have counts for
3 papers
q-fin.ST2024
PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
Siqiao Zhao, Dan Wang, Raphael Douady
The domain of hedge fund investments is undergoing significant transformation, influenced by the rapid expansion of data availability and the advancement of analytical technologies…
q-fin.PM2024
Multiscale Markowitz
Revant Nayar, Raphael Douady
Traditional Markowitz portfolio optimization constrains daily portfolio variance to a target value, optimising returns, Sharpe or variance within this constraint. However, this app…
q-fin.GN2014★ 47 cited
The Precautionary Principle (with Application to the Genetic Modification of Organisms)
Nassim Nicholas Taleb, Rupert Read, Raphael Douady +2
We present a non-naive version of the Precautionary (PP) that allows us to avoid paranoia and paralysis by confining precaution to specific domains and problems. PP is intended to…