Feature Engineering

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Latest Publications

1

US Nonfarm Employment Prediction Using RIWI Corp. Alternative Data

Dr. Ernest Chan & Dr. Radu Ciobanu

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2

Is News Sentiment Still Adding Alpha?

Dr. Ernest Chan & Dr. Roger Hunter

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3

What we learned from Kaggle Two Sigma News Competition

Dr. Ernest Chan & Dr. Roger Hunter

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4

FX Order Flow as a Predictor

Dr. Ernest Chan

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5

assetCode with MDA using random data

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6

Beware of Low Frequency Data

Dr. Ernest Chan

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7

Discovering Risk Indicators in the FX Markets

Dr. Ernest Chan

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8

Factor Models

Dr. Ernest Chan

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