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WHY FINANCE-FIRST
BEYOND LINEARITY
MODEL-FREE LEARNING
COPULAS
COMMON MISCONCEPTIONS
FIND OUT MORE
Portfolio Risk
A Primer On Copulas From A Machine Learning Perspective
A Primer On Copulas From A Machine Learning Perspective
Why copula is the name of your patterns, marginal the name of your data vendor, and why you should avoid Gaussian distributions.
Yves-Laurent Kom Samo, PhD
Mar 23, 2020
The Black Swans In Your Market Neutral Portfolios (Part I)
The Black Swans In Your Market Neutral Portfolios (Part I)
Pearson's Correlation And Linear Regression In Finance And Economics
Yves-Laurent Kom Samo, PhD
Aug 11, 2018
The Black Swans In Your Market Neutral Portfolios (Part II)
The Black Swans In Your Market Neutral Portfolios (Part II)
Information-Theoretic Alternatives To Pearson's Correlation And Portfolio `Beta`
Yves-Laurent Kom Samo, PhD
Aug 11, 2018
About The Principled Machine Learning Researcher
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