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1answer
188 views
Rank Correlation Based Prediction
Are there any methods of prediction (machine learning, regression, etc.) which are designed to maximize the rank correlation (spearman correlation, kendall's tau, etc.) of your prediction with your ...
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1answer
315 views
Use of AI in portfolio optimization
A new Danish hedge fund has received quite a large amount of attention in the last month or so. They are launching a new investment fund that uses proprietary AI to select stocks to invest in. They ...