المؤلفون: Millunzi, Monica, Bonicelli, Lorenzo, Porrello, Angelo, Credi, Jacopo, Kolm, Petter N., Calderara, Simone

مصطلحات موضوعية: Computer Science - Machine Learning, Computer Science - Artificial Intelligence, Computer Science - Computer Vision and Pattern Recognition

URL الوصول: http://arxiv.org/abs/2408.14284

المؤلفون: Monica Millunzi, Lorenzo Bonicelli, Angelo Porrello, Jacopo Credi, Petter N. Kolm, Simone Calderara

المساهمون: Millunzi, Monica, Bonicelli, Lorenzo, Porrello, Angelo, Credi, Jacopo, Kolm, Petter N., Calderara, Simone

Relation: ispartofbook:Proceedings of the 35th British Machine Vision Conference; British Machine Vision Conference; https://hdl.handle.net/11380/1354247

الاتاحة: https://hdl.handle.net/11380/1354247

المؤلفون: Jazbec, Metod, Pásztor, Barna, Faltings, Felix, Antulov-Fantulin, Nino, Kolm, Petter N.

مصطلحات موضوعية: Quantitative Finance - Statistical Finance, Computer Science - Machine Learning, Physics - Physics and Society, Quantitative Finance - Trading and Market Microstructure

URL الوصول: http://arxiv.org/abs/2010.12002

المؤلفون: Cortese, Federico P., Kolm, Petter N., Lindström, Erik

المصدر: Digital Finance.

مصطلحات موضوعية: Samhällsvetenskap, Ekonomi och näringsliv, Nationalekonomi, Social Sciences, Economics and Business, Economics, Naturvetenskap, Matematik, Sannolikhetsteori och statistik, Natural Sciences, Mathematics, Probability Theory and Statistics

URL الوصول: https://lup.lub.lu.se/record/cc92fb8e-fbdd-41d7-86b5-f69601f7ee10
http://dx.doi.org/10.1007/s42521-023-00085-x

المؤلفون: Kolm, Petter N., Turiel, Jeremy, Westray, Nicholas

المصدر: Mathematical Finance ; volume 33, issue 4, page 1044-1081 ; ISSN 0960-1627 1467-9965

الاتاحة: https://doi.org/10.1111/mafi.12413
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12413

المؤلفون: Antulov-Fantulin, Nino, Cauderan, Alvaro, Kolm, Petter N.

المصدر: Journal of Financial Data Science; Fall2024, Vol. 6 Issue 4, p106-122, 17p

مصطلحات موضوعية: DEEP learning, NEURAL circuitry, MACHINE learning, MARKET volatility, DATA

المؤلفون: Benveniste, Jerome¹ (AUTHOR) ejb14@nyu.edu, Kolm, Petter N.² (AUTHOR) petter.kolm@nyu.edu, Ritter, Gordon³ (AUTHOR) ritter@post.harvard.edu

المصدر: Journal of Portfolio Management. 2024 Special Issue Dedicated to Harry Markowitz, Vol. 50 Issue 8, p90-116. 27p.

مصطلحات موضوعية: *RETURN on assets, *HIGH-frequency trading (Securities), MYTH, EXPECTED utility, TIME perspective

المؤلفون: Kleinberg, Samantha, Kolm, Petter N., Mishra, Bud

مصطلحات موضوعية: Quantitative Finance - Statistical Finance, Quantitative Finance - Portfolio Management

URL الوصول: http://arxiv.org/abs/1006.1791

المؤلفون: Dimov, Ivailo I., Kolm, Petter N., Maclin, Lee, Shiber, Dan Y. C.

مصطلحات موضوعية: Quantitative Finance - Risk Management, Condensed Matter - Statistical Mechanics, Quantitative Finance - Statistical Finance

URL الوصول: http://arxiv.org/abs/0909.1383

المؤلفون: Aydınhan, Afşar Onat, Kolm, Petter N., Mulvey, John M., Shu, Yizhan

المصدر: Annals of Operations Research ; ISSN 0254-5330 1572-9338

الاتاحة: http://dx.doi.org/10.1007/s10479-024-06035-z
https://link.springer.com/content/pdf/10.1007/s10479-024-06035-z.pdf
https://link.springer.com/article/10.1007/s10479-024-06035-z/fulltext.html

المؤلفون: Benveniste, Elie, Kolm, Petter N., Ritter, Gordon

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.4747461

المؤلفون: Cortese, Federico, Kolm, Petter N., Lindstrom, Erik

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.4774429

المؤلفون: Kolm, Petter N., Westray, Nicholas

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.4770476

المؤلفون: Nino Antulov-Fantulin, Petter N. Kolm

المصدر: The Journal of Financial Data Science. 5:146-155

مصطلحات موضوعية: Information Systems and Management, Computational Theory and Mathematics, Artificial Intelligence, Strategy and Management, Business, Management and Accounting (miscellaneous), Business and International Management, Finance, Information Systems

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e8e53a2df66927e2cc5505b84a85d6ff
https://doi.org/10.3905/jfds.2023.1.123

المؤلفون: Metod Jazbec (11168218), Barna Pàsztor (11168221), Felix Faltings (11168224), Nino Antulov-Fantulin (11168227), Petter N. Kolm (11168230)

مصطلحات موضوعية: Financial Mathematics, Applied Mathematics not elsewhere classified, Analysis of Algorithms and Complexity, complex systems, financial markets, sentiment analysis, machine learning, transfer entropy

Relation: https://figshare.com/articles/journal_contribution/Supplementary_information_pdf_from_On_the_impact_of_publicly_available_news_and_information_transfer_to_financial_markets/15032704

الاتاحة: https://doi.org/10.6084/m9.figshare.15032704.v1

المؤلفون: Jazbec, Metod, Pásztor, Barna, Faltings, Felix, Antulov-Fantulin, Nino, Kolm, Petter N.

المصدر: Royal Society Open Science, 8 (7)

مصطلحات موضوعية: complex systems, financial markets, sentiment analysis, machine learning, transfer entropy

وصف الملف: application/application/pdf

Relation: info:eu-repo/semantics/altIdentifier/wos/000679971700001; info:eu-repo/grantAgreement/EC/H2020/871042; http://hdl.handle.net/20.500.11850/500184

الاتاحة: https://hdl.handle.net/20.500.11850/500184
https://doi.org/10.3929/ethz-b-000500184

المؤلفون: Nystrup, Peter, Kolm, Petter N., Lindström, Erik

المصدر: Nystrup , P , Kolm , P N & Lindström , E 2021 , ' Feature selection in jump models ' , Expert Systems with Applications , vol. 184 , 115558 . https://doi.org/10.1016/j.eswa.2021.115558

مصطلحات موضوعية: High-dimensional, Sequential data, Time series, Clustering, Unsupervised learning, Regime switching

وصف الملف: application/pdf

Relation: https://orbit.dtu.dk/en/publications/6999509c-fb20-4ffa-959c-6e3bb85cc31d

الاتاحة: https://orbit.dtu.dk/en/publications/6999509c-fb20-4ffa-959c-6e3bb85cc31d
https://doi.org/10.1016/j.eswa.2021.115558
https://backend.orbit.dtu.dk/ws/files/266444218/1_s2.0_S0957417421009647_main.pdf

المؤلفون: Nystrup, Peter, Kolm, Petter N., Lindström, Erik

المصدر: Nystrup , P , Kolm , P N & Lindström , E 2020 , ' Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features ' , Journal of Financial Data Science , vol. 2 , no. 3 , pp. 25-39 . https://doi.org/10.3905/jfds.2020.2.3.025

وصف الملف: application/pdf

Relation: https://orbit.dtu.dk/en/publications/104e1622-8b5a-4e9a-b14a-c6c4353d4841

الاتاحة: https://orbit.dtu.dk/en/publications/104e1622-8b5a-4e9a-b14a-c6c4353d4841
https://doi.org/10.3905/jfds.2020.2.3.025
https://backend.orbit.dtu.dk/ws/files/242396317/Greedy_online_classification_of_persistent_market_states_using_realized_intraday_volatility_features.pdf

المؤلفون: Petter N. Kolm, Nicholas Westray

المصدر: The Journal of Portfolio Management. 48:185-195

مصطلحات موضوعية: Economics and Econometrics, Accounting, General Business, Management and Accounting, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::999ea833d02a948a2ef16d2fc9b4f6c1
https://doi.org/10.3905/jpm.2022.1.376

المؤلفون: Cortese, F, Kolm, P, Lindström, E, Cortese, Federico P., Kolm, Petter N., Lindström, Erik

مصطلحات الفهرس: Clustering , Blockchain , Cryptocurrencies , Feature selection , Regime switching , Unsupervised learning, info:eu-repo/semantics/article

URL: https://hdl.handle.net/10281/416797
journal:DIGITAL FINANCE