Todays Top Picks: A digest of articles and papers
Check out some of the notable things we read over the past week:
Stock Market Analysis: A Review and Taxonomy of Prediction Techniques
This paper provides an overview and a classification system for the various approaches to stock market analysis:
Practical Bayesian Optimization of Machine Learning Algorithms
A smarter way to perform hyper parameter tuning for machine learning algorithms using Bayesian Optimization.
Protecting the Downside of Trend When It Is Not Your Friend
The authors have tried to make improvements to simple trend following in order to reduce the downside without hurting the upside. Through some pretty simple changes they are able to show a decent safety net on the downside.
Should I Stay or Should I Growth Now?
Value investing has had it's share of troubles in the recent past, but perhaps through the right lens value could be strong going forward. This article proposes constructing different value indices as a method for improving performance.