These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions
Investment for the Long Run, Te...
This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...
In reviewing topics in simulation output analysis, we advocate univariate analysis, micro/macro replications based on fixed sample sizes, overlapping batches, batch sizes based on...
In this paper, we propose a new variant of Latent Dirichlet Allocation(LDA): Collective LDA (C-LDA), for multiple corpora modeling. C-LDA combines multiple corpora during learning...
This paper demonstrates a new method for leveraging unstructured annotations to infer semantic document properties. We consider the domain of product reviews, which are often anno...
S. R. K. Branavan, Harr Chen, Jacob Eisenstein, Re...