Search Results for author: Rachid Guennouni Hassani

Found 1 papers, 0 papers with code

Predicting Stock Returns with Batched AROW

no code implementations6 Mar 2020 Rachid Guennouni Hassani, Alexis Gilles, Emmanuel Lassalle, Arthur Dénouveaux

We extend the AROW regression algorithm developed by Vaits and Crammer in [VC11] to handle synchronous mini-batch updates and apply it to stock return prediction.

regression

Cannot find the paper you are looking for? You can Submit a new open access paper.