no code implementations • 28 Aug 2019 • Haoqian Li, Thomas Lau
With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an increasingly attractive research topic.
no code implementations • 20 Aug 2019 • Yixiao Li, Gloria Lin, Thomas Lau, Ruochen Zeng
The objective of the change-point detection is to discover the abrupt property changes lying behind the time-series data.
no code implementations • 19 Aug 2019 • Zhiyuan He, Danchen Lin, Thomas Lau, Mike Wu
In this survey, we discuss several different types of gradient boosting algorithms and illustrate their mathematical frameworks in detail: 1. introduction of gradient boosting leads to 2. objective function optimization, 3. loss function estimations, and 4. model constructions.