Financial Portfolio Management with Deep Learning

Following yesterday's statement I post today on a computational finance topic. This field has been one of the major users of computational developments over the years, and nowadays every serious financial organization is more or less an Information Technology and Computer Science business, at least form an operational perspective. Nevertheless the fundamentals of Finance still … Continue reading Financial Portfolio Management with Deep Learning

The Revolutions Blog with The Information Age on Mixed Integer Programming

I will post for next couple of days on some interesting interdisciplinary topics around Computational statistics and Computational Finance. This will be the last week of posts from The Information Age for this year. Next year I hope to come back to the daily information technology, computer science, data science  related fields' series of posts … Continue reading The Revolutions Blog with The Information Age on Mixed Integer Programming

A bridge between deep neural networks and probabilistic programming

The paper I've chosen to review to start the week is quite an interesting one. It is called Probabilistic Neural Programs, and it promises to be a relevant attempt at bridging the gap between the state of the art in deep neural networks and the current developments taking place in the emerging computing paradigm of … Continue reading A bridge between deep neural networks and probabilistic programming