Research Notes

These papers were written between 2011 and 2014, during a period when I was working on a natural language processing startup and had the freedom to publish research openly. Unfortunately, due to the confidentiality policies of hedge funds, I am unable to share any of my later work in quantitative finance.

  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.

Conference Papers

These papers and posters were published in conference proceedings during my early doctoral research. While I did not complete my dissertation due to challenging personal and socio-economic circumstances in Russia in the early 2000s, this period was formative in developing my research foundations in machine learning and neural networks.

Structure relaxation method for self-organizing neural networks, A. Kuzmenko, N. Zagoruyko, Proceedings of the 17th International Conference on Pattern Recognition (ICPR'04) - Volume 4. 2004, Piscataway, NJ, United States: IEEE, 589-592. The conference took place in Cambridge, England, UK.

Monte-Carlo subsampling for educating polynomial neural networks on large data volume, A. Kuzmenko, 7th International Conference on Pattern Recognition and Image Analysis (PRIA-04), St.Petersburg, Russia, 2004.