Books&References&staffs
Machine Learning Related Cavalcante, Rodolfo C., et al. “Computational Intelligence and Financial Markets: A Survey and Future Directions.” Expert Systems with Applications 55 (2016): 194-211.(link)
Low Frequency Prediction Atsalakis G S, Valavanis K P. Surveying stock market forecasting techniques Part II: Soft computing methods. Expert Systems with Applications, 2009, 36(3):5932–5941. (link)
Cai X, Lin X. Feature Extraction Using Restricted Boltzmann Machine for Stock Price Predic- tion. 2012 IEEE International Conference on Computer Science and Automation Engineering (CSAE), 2012. 80–83.(link)
The implementation of Risk Parity using Spinu convex formulation.