no code implementations • 19 Aug 2020 • Jeffrey Cohen, Alex Khan, Clark Alexander
We continue to investigate the use of quantum computers for building an optimal portfolio out of a universe of 60 U. S. listed, liquid equities.
no code implementations • 2 Jul 2020 • Jeffrey Cohen, Alex Khan, Clark Alexander
We investigate the use of quantum computers for building a portfolio out of a universe of U. S. listed, liquid equities that contains an optimal set of stocks.
no code implementations • 4 May 2018 • Clark Alexander, Luke Shi, Sofya Akhmametyeva
Included in our 13 dimensions are four parameters which describe the coefficients of a cubic polynomial attached to a Gaussian picking up a general trend, four parameters picking up periodicity in a time series, two each for amplitude of a wave and period of a wave, and the final five report the "leftover" noise of the detrended and aperiodic time series.
no code implementations • 27 Jul 2017 • Clark Alexander, Sofya Akhmametyeva
We give the motivation for scoring clustering algorithms and a metric $M : A \rightarrow \mathbb{N}$ from the set of clustering algorithms to the natural numbers which we realize as \begin{equation} M(A) = \sum_i \alpha_i |f_i - \beta_i|^{w_i} \end{equation} where $\alpha_i,\beta_i, w_i$ are parameters used for scoring the feature $f_i$, which is computed empirically.. We give a method by which one can score features such as stability, noise sensitivity, etc and derive the necessary parameters.