Papers
| Paper Name | Topic | Read? | Citation | Notes |
|---|---|---|---|---|
| Computer Poker: A review | Poker | No | [1] | Effective Hand Strength (EHS) Algorithm |
| Modifying Variability and Correlations in Winner-Take-All Contests | Game Theory | Yes | [2] | Has applications in the Riddler Game Theory Section |
| Optimization Methods in Finance | Portfolio Management | Parts | [3] | pg. 143 Mean-Variance Optimization. Related to my quant stack exchange post |
| Attention is All You Need | Machine Learning | Yes | [4] | Transformers |
Websites
| Title | Topic | Read? | Link | Notes |
|---|---|---|---|---|
| Determining Mean-Variance Efficient Portfolios Using Matrix Algebra | Portfolio Management | No |  |
|
| cvxpy Quadratic Programming | Optimization | Yes | |
Mean-Variance Optimization |
References
[1]
J. Rubin, I. Watson, Computer poker: A review, Artificial Intelligence. 175 (2011) 958–987. https://doi.org/https://doi.org/10.1016/j.artint.2010.12.005.
[2]
A. Gaba, I. Tsetlin, R.L. Winkler, Modifying variability and correlations in winner-take-all contests, Operations Research. 52 (2004) 384–395. http://www.jstor.org/stable/30036590 (accessed February 10, 2023).
[3]
G. Cornuéjols, J. Peña, R. Tütüncü, Optimization methods in finance, Cambridge University Press, 2018. https://web.math.ku.dk/~rolf/CT_FinOpt.pdf.
[4]
A. Vaswani, N. Shazeer, N. Parmar, J. Uszkoreit, L. Jones, A.N. Gomez, L. Kaiser, I. Polosukhin, Attention is all you need, (2017). https://arxiv.org/abs/1706.03762.