Advanced
Data Science &
Machine Learning for
Investment and Risk Analytics
Finance, Banking,
and Consulting
(see here for latest research:
Opdyke, J.D. (2022),
Invited Speaker,
QuantMindsEdge-Alpha and Quant Investing: New Research: Applying Machine
Learning Techniques to Alpha Generation Models --
"Beating
the Correlation Breakdown: Robust Inference and Fully Flexible
Scenarios and Stress Testing for Financial Portfolios," 2022.
Excel Workbook implementation of Fully Analytic Gaussian Identity Matrix results
derived on pp.21-24