I taught finance in ChungAng university in Seoul. Korea. Retired 2019 and work as a research fellow at Asia Pacific University in Beppu, Japan. I am currently interested in investing in the U.S. stocks and ETFs. I try to apply Kelly criterion in my investment. The current curiosity is how and why Kelly criterion lies on the Markowitz efficient frontier. Also I am working on how to apply deep learning tools in investment. To my disappointment I do not see any superiority of deep learning over usual statistical implementations.
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