XClose

Rough Path and Machine Learning Research Group

Home
Menu

Publications

A repository of the groups research publications, including access to journal articles, book chapters, conference proceedings, digital web resources and more.

Books:

An introduction to machine learning in quantitative finance

placeholder

This book aims to demystify ML by uncovering its underlying mathematics and showing how to apply ML methods to real-world financial data.

An introduction to machine learning in quantitative finance (Chinese version)

machinelearningqf_cn

The Chinese version of An Introduction to Machine Learning in Quantitative Finance.

 

 

 

 

 

 

 

 

 

 

 

Papers:

  2024  | 2023  | 2022  |  2021  |  2020  |  2019  |  2018  |  2017  |  2015  |  2014   

2024

2023

2022

2021

2020

2019

2018

2017

2015

2014