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Publications by Xuan Anh Do
Deep Neural Networks, Gradient-Boosted Trees, Random Forests: Statistical Arbitrage on the S&P 500
European Journal of Operational Research
Information Systems
Simulation
Management Science
Management
Computer Science
Modeling
Operations Research
Related publications
Statistical Arbitrage With Optimal Causal Paths on High-Frequency Data of the S&P 500
Quantitative Finance
Economics
Econometrics
Finance
Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash
Review of Financial Studies
Accounting
Economics
Econometrics
Finance
Leafs on Trees: Identifying Halo Stars With Extreme Gradient Boosted Trees
Astronomy and Astrophysics
Astrophysics
Astronomy
Planetary Science
Space
On the Selection of Decision Trees in Random Forests
On the Learnability of Random Deep Networks
Diagnosis of Parkinson’s Disease by Boosted Neural Networks
Southeast Europe Journal of Soft Computing
Random Untargeted Adversarial Example on Deep Neural Network
Symmetry
Mathematics
Chemistry
Physics
Computer Science
Astronomy
The W(p) in the Financial Markets: An Empirical Approach on the S&P 500
EasyChair Preprints
Mispricing of S&P 500 Index Options
SSRN Electronic Journal
