no code implementations • 20 Jan 2024 • Bryan Kelly, Boris Kuznetsov, Semyon Malamud, Teng Andrea Xu
We open up the black box behind Deep Learning for portfolio optimization and prove that a sufficiently wide and arbitrarily deep neural network (DNN) trained to maximize the Sharpe ratio of the Stochastic Discount Factor (SDF) is equivalent to a large factor model (LFM): A linear factor pricing model that uses many non-linear characteristics.
no code implementations • 14 Dec 2023 • Julian D. Parker, Janne Spijkervet, Katerina Kosta, Furkan Yesiler, Boris Kuznetsov, Ju-Chiang Wang, Matt Avent, Jitong Chen, Duc Le
End-to-end generation of musical audio using deep learning techniques has seen an explosion of activity recently.
no code implementations • 24 May 2023 • Jiesheng Yang, Andreas Wilde, Karsten Menzel, Md Zubair Sheikh, Boris Kuznetsov
Construction progress monitoring (CPM) is essential for effective project management, ensuring on-time and on-budget delivery.