Big data/machine learning
- Beyond the Black Box: An Intuitive Approach to Investment Prediction with Machine LearningYimou Li, David Turkington and Alireza YazdaniThe Journal of Financial Data Science December 2019, jfds.2019.1.023; DOI: https://doi.org/10.3905/jfds.2019.1.023
- Constructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine LearningAlexander Fleiss, Han Cui, Sasha Stoikov and Daniel M. DiPietroThe Journal of Financial Data Science December 2019, jfds.2019.1.022; DOI: https://doi.org/10.3905/jfds.2019.1.022
- Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading StrategiesDerek SnowThe Journal of Financial Data Science December 2019, jfds.2019.1.021; DOI: https://doi.org/10.3905/jfds.2019.1.021
- Rise of the Machines: Factor Investing with Artificial Neural Networks and the Cross–Section of Expected Stock ReturnsEdward N. W. Aw, Joshua Jiang and John Q. JiangThe Journal of Investing November 2019, 29 (1) 6-17; DOI: https://doi.org/10.3905/joi.2019.1.108
- Teaching Machines to Understand Chinese Investment SlangMike Chen, Jaime Lee and George MussalliThe Journal of Financial Data Science November 2019, jfds.2019.1.017; DOI: https://doi.org/10.3905/jfds.2019.1.020
- Deep Learning Classifier with Piecewise Linear Activation Function: An Empirical Evaluation with Intraday Financial DataSoham Banerjee and Diganta MukherjeeThe Journal of Financial Data Science November 2019, jfds.2019.1.018; DOI: https://doi.org/10.3905/jfds.2019.1.018
- Mitigating Overfitting on Financial Datasets with Generative Adversarial NetworksFernando De Meer Pardo and Rafael Cobo LópezThe Journal of Financial Data Science November 2019, jfds.2019.1.019; DOI: https://doi.org/10.3905/jfds.2019.1.019
- The Bond–Equity–Fund Relation Using the Fama–French–Carhart Factors: A Practical Network ApproachGueorgui Konstantinov and Mario RusevThe Journal of Financial Data Science November 2019, jfds.2019.1.017; DOI: https://doi.org/10.3905/jfds.2019.1.017
- Crowdsourced Investment Research Through TournamentsMarcos López de Prado and Frank J. FabozziThe Journal of Financial Data Science November 2019, jfds.2019.1.016; DOI: https://doi.org/10.3905/jfds.2019.1.016
- A Regime Change: Non-Linearity in Wealth and Investment ManagementMatthias W. Uhl and Philippe RohnerThe Journal of Wealth Management October 2019, 22 (3) 21-27; DOI: https://doi.org/10.3905/jwm.2019.22.3.021
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Technical analysis (11)
- Fixed income and structured finance
- Project finance (44)
- Factors, risk premia
- Factor-based models (105)
- Style investing (31)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (85)
- Portfolio construction (308)
- ESG investing (70)
- Manager selection (41)
- Other (40)
- Quantitative methods
- Statistical methods (284)
- Simulations (74)
- Quantitative methods (186)
- Risk management
- Tail risks (31)
- Risk management (157)
- Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (61)
- Other real assets (38)
- Currency (35)
- Private equity (146)
- Long-term/retirement investing
- Wealth management (132)
- Retirement (181)
- Social security (22)
- Pension funds (30)
- Other (5)
- Performance measurement
- Volatility measures (17)
- Performance measurement (349)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (146)
- Credit default swaps (27)
- Other (49)
- Mutual funds/passive investing/indexing
- Passive strategies (13)
- Other (97)