Big data/machine learning
- A Dynamic Future for Active Quant InvestingXi Li and Rodney N. SullivanThe Journal of Portfolio Management April 2011, 37 (3) 29-36; DOI: https://doi.org/10.3905/jpm.2011.37.3.029
- There Is No Unique Rational Decision Strategy in Financial MarketsKlaus SchredelsekerThe Journal of Portfolio Management January 2022, jpm.2021.1.326; DOI: https://doi.org/10.3905/jpm.2021.1.326
- The Future of Factor InvestingDimitris MelasThe Journal of Portfolio Management December 2021, 48 (2) 15-25; DOI: https://doi.org/10.3905/jpm.2021.1.308
- Eurozone Sovereign Default Risk and Capital: A Bayesian ApproachRainer Jobst and Daniel RöschThe Journal of Fixed Income December 2021, 31 (3) 41-65; DOI: https://doi.org/10.3905/jfi.2021.1.124
- Rise of the Machines: Application of Machine Learning to Mortgage Prepayment ModelingGlenn M. Schultz and Frank J. FabozziThe Journal of Fixed Income December 2021, 31 (3) 6-19; DOI: https://doi.org/10.3905/jfi.2021.1.123
- Editor’s LetterStanley J. KonThe Journal of Fixed Income December 2021, 31 (3) 1; DOI: https://doi.org/10.3905/jfi.2021.31.3.001
- Quantifying Long-Term Market ImpactCampbell R. Harvey, Anthony Ledford, Emidio Sciulli, Philipp Ustinov and Stefan ZohrenThe Journal of Portfolio Management December 2021, jpm.2021.1.324; DOI: https://doi.org/10.3905/jpm.2021.1.324
- When Do Investors Freak Out? Machine Learning Predictions of Panic SellingDaniel Elkind, Kathryn Kaminski, Andrew W. Lo, Kien Wei Siah and Chi Heem WongThe Journal of Financial Data Science December 2021, jfds.2021.1.085; DOI: https://doi.org/10.3905/jfds.2021.1.085
- Forests for FamaJoseph SimonianThe Journal of Financial Data Science December 2021, jfds.2021.1.086; DOI: https://doi.org/10.3905/jfds.2021.1.086
- Predicting Performance Using Consumer Big DataKenneth Froot, Namho Kang, Gideon Ozik and Ronnie SadkaThe Journal of Portfolio Management December 2021, jpm.2021.1.320; DOI: https://doi.org/10.3905/jpm.2021.1.320
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