Merge branch 'develop' into risk_estimators

HedgeShot · Jun 20, 2020 · 4d4436a · 4d4436a
2 parents 6aa7dc1 + 22a98ff
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diff --git a/README.md b/README.md
@@ -103,27 +103,27 @@ Benefits include:
 ### Platinum Sponsor:
 <div align="center">
    <a href="https://hudsonthames.org/sponsors/">
-   <img src="https://raw.githubusercontent.com/hudson-and-thames/mlfinlab/master/docs/source/logo/machine-factor-technologies.png" height="200"><br>
+   <img src="https://raw.githubusercontent.com/hudson-and-thames/mlfinlab/master/docs/source/logo/plat_sponsors.png" height="200"><br>
 </div>
 
 
 * [Machine Factor Technologies](https://machinefactor.tech/)
+* [alis_](https://alis.capital/)
 
 ### Gold Sponsors:
 <div align="center">
    <a href="https://hudsonthames.org/sponsors/">
    <img src="https://raw.githubusercontent.com/hudson-and-thames/mlfinlab/master/docs/source/logo/gold_sponsors.png" height="200"><br>
 </div>
-<div align="center">
-   <a href="https://hudsonthames.org/sponsors/">
-   <img src="https://raw.githubusercontent.com/hudson-and-thames/mlfinlab/master/docs/source/logo/ali_saif.jpg" height="200"><br>
-</div>
+
 
 * [E.P. Chan & Associates](https://www.epchan.com/)
+* [PolarStar](https://www.polarstarfunds.com/)
 * [Markov Capital](http://www.markovcapital.se/)
 * [Consilium Crypto](https://consiliumcrypto.ai)
 * [3Jane Capital](https://3jane.com/)
 * [Ali Saif](https://www.linkedin.com/in/ali-saif/)
+* [Ace Capital](https://acecapitalinvestments.com/)
 
 ---
 

diff --git a/docs/source/conf.py b/docs/source/conf.py
@@ -22,7 +22,7 @@
 author = 'Hudson & Thames'
 
 # The full version, including alpha/beta/rc tags
-release = '0.11.2'
+release = '0.11.3'
 
 
 # -- General configuration ---------------------------------------------------

diff --git a/docs/source/getting_started/getting_started_images/derivative.png b/docs/source/getting_started/getting_started_images/derivative.png
diff --git a/docs/source/getting_started/getting_started_images/graph.png b/docs/source/getting_started/getting_started_images/graph.png
diff --git a/docs/source/getting_started/getting_started_images/prior.png b/docs/source/getting_started/getting_started_images/prior.png
diff --git a/docs/source/getting_started/research_tools.rst b/docs/source/getting_started/research_tools.rst
@@ -0,0 +1,72 @@
+
+==============
+Research Tools
+==============
+
+As researchers, we often neglect finding the right tools to streamline
+the progress. Financial Machine Learning is no different in that a lot of the papers are scattered
+across different journals and different fields. Ranging from journals on econometrics to machine
+learning, researchers often struggle to find the best academic papers to begin their studies.
+
+At Hudson & Thames, we primarily use two resources: `Connected Papers`_ and `EThOS`_. These two
+free sites have been invaluable and offer an advantage to search through the most cutting edge
+resources available for our MlFinLab library.
+
+.. _Connected Papers: https://www.connectedpapers.com/
+.. _EThOS: https://ethos.bl.uk/Home.do
+
+
+Connected Papers
+################
+
+Connected papers is unique in that it is not a citation tree. A citation from a paper does not
+necessarily lead the reader to another paper. The two topics might be completely different and
+an unimportant topic for the researcher.
+
+It uniquely identifies the related papers by looking at the cocitation and bibliographic coupling.
+More about the website is available at the connected papers founder’s `medium`_ post.
+
+To give a brief demonstration, we will examine a `paper`_ by Li and Hoi that started our Online Portfolio Selection module.
+
+If you type in the name of the paper, you will see a graph like the one below.
+
+.. image:: getting_started_images/graph.png
+   :width: 50%
+   :align: center
+
+It immediately shows which are the most associated papers. The darker circles indicate that they are
+more recent, so we can easily follow from the older papers to the newer ones. Connected papers also
+has an amazing feature for prior works and derivative works.
+
+Prior works is available for researchers to see what are the most famous and cited papers in this field
+to recognize the importance and start with the baseline material. If we click the button for prior works,
+for our current search, we see an image like this:
+
+.. image:: getting_started_images/prior.png
+   :width: 50%
+   :align: center
+
+We can easily see which were the most cited papers. It is not surprising that the number one paper
+associated with Online Portfolio Selection is Thomas Cover's Universal Portfolio, the original paper
+that began the studies in Portfolio Selection based on information theory.
+
+Once the researcher gets more familiar with the topic by going through literature review with prior
+works, they can move on to the derivative works, which cover the most recent papers associated with
+the paper of interest.
+
+.. image:: getting_started_images/derivative.png
+   :width: 50%
+   :align: center
+
+.. _medium: https://medium.com/connectedpapers/announcing-connected-papers-a-visual-tool-for-researchers-to-find-and-explore-academic-papers-89146a54c7d4
+.. _paper: https://arxiv.org/abs/1212.2129
+
+EThOS
+#####
+
+`EThOS`_ is a online library sponsored by the United Kingdom to make publicly-funded research available
+to all researchers.
+
+The best feature for EThOS is the availability of all doctoral theses in the UK. If your topic of
+interest does not have too many sources from journals, there is a high chance that you can find
+good works in EThOS as it is not limited to published journals but rather all doctoral theses as well.
diff --git a/docs/source/index.rst b/docs/source/index.rst
@@ -143,12 +143,12 @@ Benefits include:
 Platinum Sponsor:
 *****************
 
-.. figure:: logo/machine-factor-technologies.png
+.. figure:: logo/plat_sponsors.png
    :scale: 100 %
    :align: center
    :figclass: align-center
    :alt: Platinum Sponsors
-   :target: https://machinefactor.tech/
+   :target: https://hudsonthames.org/sponsors/
 
 Gold Sponsors:
 **************
@@ -160,13 +160,6 @@ Gold Sponsors:
    :alt: Gold Sponsors
    :target: https://hudsonthames.org/sponsors/
 
-.. figure:: logo/ali_saif.jpg
-   :scale: 100 %
-   :align: center
-   :figclass: align-center
-   :alt: Gold Sponsors
-   :target: https://hudsonthames.org/sponsors/
-
 Contact us
 ##########
 
@@ -263,6 +256,7 @@ This project is licensed under an all rights reserved licence.
     getting_started/barriers_to_entry
     getting_started/researcher
     getting_started/datasets
+    getting_started/research_tools
 
 .. toctree::
     :maxdepth: 2

diff --git a/docs/source/logo/gold_sponsors.png b/docs/source/logo/gold_sponsors.png
diff --git a/docs/source/logo/plat_sponsors.png b/docs/source/logo/plat_sponsors.png
diff --git a/setup.cfg b/setup.cfg
@@ -1,6 +1,6 @@
 [metadata]
 name = mlfinlab
-version = 0.11.2
+version = 0.11.3
 author = Hudson and Thames Quantitative Research
 author_email = [email protected]
 licence = All Rights Reserved