PDF notes

Below you can find some of my unpublished notes, which I thought would be worth posting here, since I could not find these topics clearly covered in open publications.

  Portfolio Optimization with Trading Cost
Andrey Kuzmenko, 9 March 2014, Research Note.

  Simulated Annealing for Dirichlet Priors in LDA
Andrey Kuzmenko, 25 January 2014, Research Note.

  Gibbs Sampling for LDA with Asymmetric Dirichlet Priors
Andrey Kuzmenko, 1 July 2011, Research Note.