The extraction of structured financial intelligence from private company filings represents one of the most formidable frontier challenges in computational finance today.
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AI Alpha Factory - Multi-Agent Algorithmic Trading Framework
The application of machine learning in systematic trading has rapidly evolved far beyond the simple, text-based sentiment analysis of news headlines.
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Question Asking and Answering with Sentence-BERT and Berkeley Neural Parser
This post is extended from a Natural Language Processing course project I did with two teammates. The task is to generate questions as well as answer questions given an Wikipedia article. We got the 2nd highest grade, and I was asked by the instructor to be a teaching assistant for...
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Kalman Filter on Power Market Electricity Price Data
I use Kalman Filter to forecast next-day electricity price in France and Belgium, with the exogenous variables being the next-day load forecast and the next-day generation forecast. The France’s and Belgium’s electricity market are both in the European Power Exchange and intertwined.
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Kalman Filter on Simulated GPS Data
Kalman filter is a Bayesian method to update and improve parameter estimates from observations with uncertainty. It can be applied to time series formulated as a Linear Gaussian State Space Model. The kalman filter method was used by NASA in the Apollo Project to estimate trajectories of the manned spacecraft...
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