Alik Sokolov

Alik Sokolov

University of Toronto

H-index: 4

North America-Canada

About Alik Sokolov

Alik Sokolov, With an exceptional h-index of 4 and a recent h-index of 4 (since 2020), a distinguished researcher at University of Toronto, specializes in the field of Machine Learning, Mathematical Finance, Deep Learning.

His recent articles reflect a diverse array of research interests and contributions to the field:

Towards Automating Causal Discovery in Financial Markets and Beyond

RIFT: Pretraining and Applications for Representations of Interrelated Financial Time Series.

Assessing the impact of sustainability on fund flows: an excess information approach and US-based case study

Domain Specific Fine-tuning of Denoising Sequence-to-Sequence Models for Natural Language Summarization

Practical Applications of Weak Supervision and Black–Litterman for Automated ESG Portfolio Construction

Weak supervision and Black-Litterman for automated ESG portfolio construction

Building machine learning systems for automated ESG scoring

Integrating health and economic parameters to optimize COVID-19 mitigation strategies

Alik Sokolov Information

University

Position

PhD Student

Citations(all)

44

Citations(since 2020)

44

Cited By

0

hIndex(all)

4

hIndex(since 2020)

4

i10Index(all)

2

i10Index(since 2020)

2

Email

University Profile Page

Google Scholar

Alik Sokolov Skills & Research Interests

Machine Learning

Mathematical Finance

Deep Learning

Top articles of Alik Sokolov

Towards Automating Causal Discovery in Financial Markets and Beyond

Behzad and Li, Wuding and Seco, Luis A., Towards Automating Causal Discovery in Financial Markets and Beyond (December 27, 2023)

2023/12/27

Alik Sokolov
Alik Sokolov

H-Index: 0

RIFT: Pretraining and Applications for Representations of Interrelated Financial Time Series.

Journal of Financial Data Science

2023/10/1

Assessing the impact of sustainability on fund flows: an excess information approach and US-based case study

The Journal of Impact and ESG Investing

2022/7/8

Domain Specific Fine-tuning of Denoising Sequence-to-Sequence Models for Natural Language Summarization

arXiv preprint arXiv:2204.09716

2022/4/6

Alik Sokolov
Alik Sokolov

H-Index: 0

Practical Applications of Weak Supervision and Black–Litterman for Automated ESG Portfolio Construction

Practical Applications, PMR

2022/1/31

Weak supervision and Black-Litterman for automated ESG portfolio construction

The Journal of Financial Data Science, PMR

2021/7/31

Building machine learning systems for automated ESG scoring

The Journal of Impact and ESG Investing, PMR

2021/2/28

Integrating health and economic parameters to optimize COVID-19 mitigation strategies

Covid Economics, CEPR

2020/9/25

Neural Embeddings of Financial Time-Series Data

The Journal of Financial Data Science, PMR

2020/10/31

Building machine learning systems to automate ESG index construction

2020/5/19

See List of Professors in Alik Sokolov University(University of Toronto)