Lucena Research

How to minimize #overfitting in your #quantitative #investment #research. https://hubs.ly/H0mFJ1C0

Lucena CEO Erez Katz discusses how #RNNs and #timeseries data can be used to #forecast #stock prices. Read the full article here. https://hubs.ly/H0mCxdy0 #machinelearning #ai #stockforecasting

Mean Reversion: Discover lagging securities in anticipation of their movement. Read the full article here. https://hubs.ly/H0mzVGg0 #quanttrading #bigdata #forecasting

How #Gold Can #Hedge Against #Inflation https://hubs.ly/H0mtCmB0

Is your data predictive enough to forecast stock prices or KPIs? A look into how we at Lucena validate data before risking capital. https://hubs.ly/H0lcS1n0 #bigdata #alternativedata #ml #fintech

Identifying uncorrelated best of breed strategies and combining them into a multi-strategy fund is not a new concept. At Lucena, we have taken it one step further by automating the process of building such a fund from the ground up. By validating #alternativedata sources and then creating Model Portfolios powered by #AI and #bigdata we can ultimately combine uncorrelated models into a sustainable algorithmically traded market neutral multi-strategy fund. Find out more here: Creating a Multi-Strat Fund Using Big Data and Machine Learning https://hubs.ly/H0mmQr90

Dynamic retraining is an important aspect of AI and Big Data for quantitative investing. Why? Because #AI applications are exponentially more difficult when used in the context of #investment decisions. Data is naturally noisy and can at times be intentionally deceiving to obfuscate other investors' true intentions. CEO Erez Katz addresses how dynamic retraining can be most useful in combating common challenges when using AI and #BigData to forecast #stocks. https://hubs.ly/H0mk25t0

In 2019 we began assessing #CapsuleNetworks as an overlay to our CNN approach to time series forecasting using image classification and object detection. We've uncovered significant advantages to #CapsNets over traditional CNNs. Find out more on how CapsNets overcome some of the biggest drawbacks of traditional CNNs. Especially in the context of deep learning for stock forecasting. https://hubs.ly/H0mh_TN0 #deeplearning #machinelearning #stocks #stockforecasting #AI #CNN #capsnets

How to Qualify the Best Machine Learning Models for Investment Research https://hubs.ly/H0mfxH30

How to use #machinelearning and #bigdata to forecast #KPIs for #investment decisions https://hubs.ly/H0mc7ty0 #alternativedata #predictiveanalytics #ml

How a Quantitative Analysis Can Protect Your Investment Portfolio https://hubs.ly/H0mbP5H0

Is your portfolio statistically significant? CEO Erez Katz explains how you can measure your portfolio beyond #Sharperatio. https://hubs.ly/H0m7pvP0

New blog post: How #MeanReversion can identify and #forecast #stocks before they move. https://hubs.ly/H0lgjqN0 #machinelearning #hedging #shortonly #trendreversion