A differentiating attribute of software companies is the way they integrate customer feedback into product development. Software is designed and built so that its use creates actionable data, which is ...

Many problems in quantitative finance involve both predictive forecasting and decision-based optimization. Traditionally, covariance forecasting models are optimized with unique prediction-based ...

In this paper we propose a machine learning algorithm for time-inconsistent portfolio optimization. The proposed algorithm builds on neural-network-based trading schemes, in which the asset allocation ...