Reasonable Deviations

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.

Machine Learning

• Chen and Guestrin (2016). XGBoost: A Scalable Tree Boosting System.
• Glorot, Bordes, Bengio (2011). Deep sparse rectifier neural networks.
• Quinlan (1986). Induction of Decision Trees.
• Rashmi and Gilad-Bachrach (2015). DART: Dropouts meet Multiple Additive Regression Trees.
• Schapire and Freund (2009). A Short Introduction to Boosting.

Blockchain

• Buterin (2014). A next-generation smart contract and decentralized application platform (the Ethereum whitepaper).
• Schwartz, Youngs, Britto (2014). The Ripple protocol consensus algorithm.

Finance and economics

• Akerlof (1970). The Market for “Lemons”: Quality Uncertainty and the Market Mechanism
• Guo, Leung, Ward (2018). How to Mine Gold Without Digging

Quantitative Finance

• 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?.

Other

• Franks (1989). Army Ants: A Collective Intelligence.
• Mitchell, Crutchfield, Das (1996). Evolving cellular automata with genetic algorithms: A review of recent work.
• Anderson, Kleinberg, Mullainathan (2016). Assessing Human Error Against a Benchmark of Perfection.