Search Results for author: J. B. Heaton

Found 3 papers, 2 papers with code

Deep Portfolio Theory

1 code implementation23 May 2016 J. B. Heaton, N. G. Polson, J. H. Witte

At the heart of our algorithm are deep hierarchical compositions of portfolios constructed in the encoding step.

Deep Learning in Finance

no code implementations21 Feb 2016 J. B. Heaton, N. G. Polson, J. H. Witte

We explore the use of deep learning hierarchical models for problems in financial prediction and classification.

General Classification Management

Why Indexing Works

1 code implementation13 Oct 2015 J. B. Heaton, N. G. Polson, J. H. Witte

We develop a simple stock selection model to explain why active equity managers tend to underperform a benchmark index.

Management

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