Neural networks revolutionized machine learning for classical computers: self-driving cars, language translation and even artificial intelligence software were all made possible. It is no wonder, then ...
We develop a simulation-based method for the online updating of Gaussian process regression and classification models. Our method exploits sequential Monte Carlo to produce a fast sequential design ...
When applying machine learning to trading strategy, two inevitable practical issues are achieving interpretable results and securing robustness to market changes. To overcome these challenges, ...