Optimization

• Covariance Prediction
• Convex Optimization Control Policies
• Cumulative Prospect Theory (CPT)
• Robo-Advising
• Regime Detection

Econophysics

• Statistical Modeling

Financial Machine Learning

• Casual Factor Investing
• Hierarchical Risk Parity

Financial Economics

• Factors

Reinforcement Learning

• Reinforcement Learning for Portfolio Allocation
• Agent-based simulation for LOB