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Zura Kakushadze

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Papers (44)

  1. Machine Learning Risk Models q-fin.PM · 2019 · author #1
  2. Altcoin-Bitcoin Arbitrage q-fin.PM · 2019 · author #1
  3. Cryptoasset Factor Models q-fin.PM · 2018 · author #1
  4. Betas, Benchmarks and Beating the Market q-fin.PM · 2018 · author #1
  5. Blockchain: Data Malls, Coin Economies and Keyless Payments q-fin.GN · 2018 · author #1
  6. Stock Market Visualization q-fin.PM · 2018 · author #1
  7. CryptoRuble: From Russia with Love q-fin.GN · 2018 · author #1
  8. Notes on Fano Ratio and Portfolio Optimization q-fin.PM · 2017 · author #1
  9. Dead Alphas as Risk Factors q-fin.PM · 2017 · author #1
  10. Estimating Cost Savings from Early Cancer Diagnosis q-bio.TO · 2017 · author #1
  11. Decoding Stock Market with Quant Alphas q-fin.PM · 2017 · author #1
  12. Mutation Clusters from Cancer Exome q-bio.GN · 2017 · author #1
  13. Open Source Fundamental Industry Classification q-fin.GN · 2017 · author #1
  14. *K-means and Cluster Models for Cancer Signatures q-bio.GN · 2017 · author #1
  15. Does the Universe have a Hard Drive? physics.pop-ph · 2017 · author #1
  16. On Origins of Bubbles q-fin.RM · 2016 · author #1
  17. Volatility Smile as Relativistic Effect q-fin.MF · 2016 · author #1
  18. Statistical Industry Classification q-fin.PM · 2016 · author #1
  19. Factor Models for Cancer Signatures q-bio.GN · 2016 · author #1
  20. How to Combine a Billion Alphas q-fin.PM · 2016 · author #1
  21. Statistical Risk Models q-fin.PM · 2016 · author #1
  22. Multifactor Risk Models and Heterotic CAPM q-fin.PM · 2016 · author #1
  23. 101 Formulaic Alphas q-fin.PM · 2016 · author #1
  24. FX Options in Target Zone q-fin.PR · 2015 · author #2
  25. Shrinkage = Factor Model q-fin.PM · 2015 · author #1
  26. An Index for SSRN Downloads cs.DL · 2015 · author #1
  27. On Origins of Alpha q-fin.PM · 2015 · author #1
  28. Performance v. Turnover: A Story by 4,000 Alphas q-fin.PM · 2015 · author #1
  29. Heterotic Risk Models q-fin.PM · 2015 · author #1
  30. Quantization Rules for Dynamical Systems hep-th · 2015 · author #1
  31. Coping with Negative Short-Rates q-fin.MF · 2015 · author #1
  32. Combining Alphas via Bounded Regression q-fin.PM · 2015 · author #1
  33. Russian-Doll Risk Models q-fin.PM · 2014 · author #1
  34. 4-Factor Model for Overnight Returns q-fin.PM · 2014 · author #1
  35. Path Integral and Asset Pricing q-fin.MF · 2014 · author #1
  36. Brane World physics.pop-ph · 2014 · author #1
  37. Custom v. Standardized Risk Models q-fin.PM · 2014 · author #1
  38. Mean-Reversion and Optimization q-fin.PM · 2014 · author #1
  39. Factor Models for Alpha Streams q-fin.PM · 2014 · author #1
  40. Notes on Alpha Stream Optimization q-fin.PM · 2014 · author #1
  41. Can Turnover Go to Zero? q-fin.PM · 2014 · author #1
  42. Combining Alpha Streams with Costs q-fin.PM · 2014 · author #1
  43. A Spectral Model of Turnover Reduction q-fin.GN · 2014 · author #1
  44. Is It Possible to OD on Alpha? q-fin.PM · 2014 · author #1

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