Category: Uncategorized

Complexity of time series

I’m reading lots of great papers on deep machine learning and I’m starting to develop a new research idea to quantify and compare time series by looking at the neural architectures that they require to be efficiently represented.

Let’s see how general this theory could be.

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A new module

I’m currently working on a new module on Algorithmic Trading that will be taught next year at UCL for the Master course in Financial Risk Management. So exciting but lots of books and papers to read.