Big data/machine learning
- Practical Applications of ESG and Alternative Data: Capturing Corporates’ Sustainability-Related Activities with Job PostingsArik Ben Dor, Jingling Guan, Adam Kelleher, Adam Lauretig, Ryan Preclaw and Xiaming ZengPractical Applications November 2022, pa.2022.pa524; DOI: https://doi.org/10.3905/pa.2022.pa524
- Practical Applications of An Inside Peek at AI Use in Private EquityThomas ÅstebroPractical Applications September 2022, pa.2022.pa513; DOI: https://doi.org/10.3905/pa.2022.pa513
- Cross-Predictability of Industry Return in Trade Network: Using LASSORasha AshrafThe Journal of Investing September 2019, 28 (6) 42-54; DOI: https://doi.org/10.3905/joi.2019.1.095
- Practical Applications of Analysis and Comparison of Natural Language Processing Algorithms as Applied to Bitcoin Conversations on Social MediaBenjamin McMillan, Joshua Myers, An Nguyen, Don Robinson and Mark KennardPractical Applications May 2022, pa.2022.pa495; DOI: https://doi.org/10.3905/pa.2022.pa495
- Practical Applications of Interpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor InvestingDaniel Philps, David Tilles and Timothy LawPractical Applications April 2022, pa.2022.pa492; DOI: https://doi.org/10.3905/pa.2022.pa492
- Factor Investing with Classification-Based Supervised Machine LearningEdward N. W. Aw, Joshua Jiang and John Q. JiangThe Journal of Investing March 2022, 31 (3) 62-72; DOI: https://doi.org/10.3905/joi.2022.1.220
- Machine Learning for Structured FinanceEric KolchinskyThe Journal of Structured Finance October 2018, 24 (3) 7-25; DOI: https://doi.org/10.3905/jsf.2018.24.3.007
- Agency MBS Prepayment Model Using Neural NetworksJiawei “David” Zhang, Xiaojian “Jan” Zhao, Joy Zhang, Fei Teng, Siyu Lin and Hongyuan “Henry” LiThe Journal of Structured Finance January 2019, 24 (4) 17-33; DOI: https://doi.org/10.3905/jsf.2019.24.4.017
- Automated Valuation Models and Non-Agency RMBS Property Evaluation and AnalysisRod E. Jensen and Jonathan ReiflerThe Journal of Structured Finance January 2010, 15 (4) 43-57; DOI: https://doi.org/10.3905/JSF.2010.15.4.043
- Private Equity Decision Making Using a Risk-Weighted
Optimal Decision-Making Paradigm and Neural
NetworksAjusal Sugathan and Abhishek BaidThe Journal of Private Equity May 2013, 16 (3) 15-18; DOI: https://doi.org/10.3905/jpe.2013.16.3.015
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (140)
- In Wealth Management (99)
- Derivatives
- Options (549)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (465)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (617)
- Retirement (486)
- Social security (101)
- Pension funds (177)
- Other (55)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (144)
- Other (332)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1836)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1829)
- ESG investing (335)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1365)
- Simulations (295)
- Quantitative methods (438)
- Real assets/alternative investments/private equity
- Real estate (222)
- Commodities (195)
- Other real assets (99)
- Currency (174)
- Private equity (742)
- Risk management
- Credit risk management (299)
- Tail risks (166)
- Risk management (858)
- Security analysis and valuation
- Technical analysis (113)