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Adaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph Theory

Interpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor Investing

Classification Methods for Market Making in Auction Markets

Fairness Measures for Machine Learning in Finance

Benchmark Dataset for Short-Term Market Prediction of Limit Order Book in China Markets

Alternative Data in Investment Management: Usage, Challenges, and Valuation

Factor Momentum and Regime-Switching Overlay Strategy