Daniel Palomar

@UCm09AZ_uJjixa3AC_LuX_Jw - 4K subscribers

Welcome to Prof. Daniel Palomar's video channel! Here you can find technical talks on portfolio designs via optimization methods and financial data analytics, leveraging statistical modeling and deep learning techniques. 📚 Portfolio Optimization book: portfoliooptimizationbook.com Follow me: - Prof. Daniel P. Palomar: www.danielppalomar.com - GitHub: github.com/convexfi, github.com/dppalomar - LinkedIn: www.linkedin.com/in/daniel-palomar-8373a1b7 - YouTube: youtube.com/danielpalomar - X: x.com/danielppalomar - Google Scholar: scholar.google.com/danielpalomar

Home Videos Live Playlists

"Machine Learning for Portfolio Construction - Random Forests" by Arnau Vilella Pique

"Machine Learning for Portfolio Construction - Random Forests" by Arnau Vilella Pique Daniel Palomar

1.1K views - 11 months ago

"Robust and Constrained Estimation of State-Space Models" by Yifan Yu

"Robust and Constrained Estimation of State-Space Models" by Yifan Yu Daniel Palomar

592 views - 1 year ago

"Intraday Volatility-Volume Joint Modeling and Forecasting: A State-space Approach" by Shengjie Xiu

"Intraday Volatility-Volume Joint Modeling and Forecasting: A State-space Approach" by Shengjie Xiu Daniel Palomar

2.2K views - 2 years ago

"Learning Bipartite Graphs: Heavy Tails and Multiple Components" by Jose V. Cardoso

"Learning Bipartite Graphs: Heavy Tails and Multiple Components" by Jose V. Cardoso Daniel Palomar

397 views - 3 years ago

"Graphical Models in Heavy-tailed Markets" by Jose Vinicius de M. Cardoso

"Graphical Models in Heavy-tailed Markets" by Jose Vinicius de M. Cardoso Daniel Palomar

1.1K views - 4 years ago

The POP estimator for the degree of freedom parameter of multivariate t-distribution

The POP estimator for the degree of freedom parameter of multivariate t-distribution Daniel Palomar

586 views - 4 years ago

"Honey, Heuristic is Already Optimum" by Rui Zhou

"Honey, Heuristic is Already Optimum" by Rui Zhou Daniel Palomar

701 views - 4 years ago

"Kalman Filtering with Applications in Finance" by Shengjie Xiu

"Kalman Filtering with Applications in Finance" by Shengjie Xiu Daniel Palomar

33.8K views - 4 years ago

"Learning Trading Signals" by Xiwen Wang

"Learning Trading Signals" by Xiwen Wang Daniel Palomar

4.6K views - 4 years ago

"Stock Graphs for Hierarchical Risk Parity Portfolio" by Zé Vinícius

"Stock Graphs for Hierarchical Risk Parity Portfolio" by Zé Vinícius Daniel Palomar

2.9K views - 4 years ago

Learning Graphs in Financial Markets

Learning Graphs in Financial Markets Daniel Palomar

4K views - 5 years ago

Nonconvex Sparse Graph Learning under Laplacian-structured Graphical Models

Nonconvex Sparse Graph Learning under Laplacian-structured Graphical Models Daniel Palomar

511 views - 5 years ago

Plenary Talk: "Learning graphs of stocks: From iid to time-varying models"

Plenary Talk: "Learning graphs of stocks: From iid to time-varying models" Daniel Palomar

2.6K views - 5 years ago

"Risk Parity Portfolios" by Zé Vinícius

"Risk Parity Portfolios" by Zé Vinícius Daniel Palomar

2.6K views - 5 years ago

"A Theoretical Basis for Practitioners 1/N and Long-only Quintile Portfolio" by Rui Zhou

"A Theoretical Basis for Practitioners 1/N and Long-only Quintile Portfolio" by Rui Zhou Daniel Palomar

706 views - 5 years ago

"M-estimators of scatter with eigenvalue shrinkage" by Prof. Esa Ollila

"M-estimators of scatter with eigenvalue shrinkage" by Prof. Esa Ollila Daniel Palomar

589 views - 5 years ago

Imputation of Time Series with Missing Values under Heavy-Tailed AR Model

Imputation of Time Series with Missing Values under Heavy-Tailed AR Model Daniel Palomar

1.5K views - 5 years ago

Financial Engineering Playground: Signal Processing, Robust Estimation, Kalman, Optimization

Financial Engineering Playground: Signal Processing, Robust Estimation, Kalman, Optimization Daniel Palomar

65.4K views - 6 years ago

Structured Graph Learning Via Laplacian Spectral Constraints

Structured Graph Learning Via Laplacian Spectral Constraints Daniel Palomar

994 views - 6 years ago