These are notes/summaries I have made of various journal articles or scientific papers over the course of my research.
For each article, I have hyperlinked the title of the article to the pdf/markdown version of my notes. Within each topic, they are arranged by author. If you are looking for a specific article, I suggest you cmd/ctrl-f, as there are a decent number of them.
Finance and economics
- Huang, Nakamori, Wang (2005). Forecasting stock market movement direction with support vector machine
- Kimoto, Asakawa, Yoda, Takeoka (1990). Stock market prediction system with modular neural networks.
- Kolm, Tütüncü, Fabozzi (2014). 60 Years of portfolio optimization: Practical challenges and current trends
- Kritzman, Page, Turkington (2010). In Defense of Optimisation: The Fallacy of 1/N.
- Lawrence (1997). Using Neural Networks to Forecast Stock Market Prices.
- Ledoit and Wolf (2004). Honey, I Shrunk the Sample Covariance Matrix.
- Michaud (1989). The Markowitz Optimization Enigma: Is ‘Optimised’ Optimal?.