Big data/machine learning
- A Conditional Approach to Hedge Fund RiskFlorent Pochon and Jérôme TeïletcheThe Journal of Alternative Investments June 2006, 9 (1) 64-77; DOI: https://doi.org/10.3905/jai.2006.640267
- Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency DataMonica Billio, Mila Getmansky and Loriana PelizzonThe Journal of Alternative Investments June 2009, 12 (1) 21-38; DOI: https://doi.org/10.3905/JAI.2009.12.1.021
- How Do Options Affect the Volatility of the Underlying Equity Market? Evidence from the Introduction of Weekly OptionsYuan WenThe Journal of Derivatives May 2020, 27 (4) 89-107; DOI: https://doi.org/10.3905/jod.2020.1.100
- Volatility Aversion in the Options Market Based on News SentimentMatthias W. UhlThe Journal of Derivatives May 2018, 25 (4) 24-35; DOI: https://doi.org/10.3905/jod.2018.25.4.024
- Robust Estimation of Shape-Constrained State Price Density SurfacesMarkus LudwigThe Journal of Derivatives February 2015, 22 (3) 56-72; DOI: https://doi.org/10.3905/jod.2015.22.3.056
- Seeking Alpha from Dividend Announcements: Big-Data Insights from Joining CAR and EVA Style AnalysisAtreya Chakraborty, James L. Grant, Emery A. Trahan and Bhakti VarmaThe Journal of Investing July 2021, 30 (5) 107-126; DOI: https://doi.org/10.3905/joi.2021.1.183
- The Early Bird Catches the Intraday TrendJérôme Gava, Roxton McNeal and Julien TurcThe Journal of Investing November 2021, 31 (1) 47-75; DOI: https://doi.org/10.3905/joi.2021.1.209
- Machine Learning Algorithms to Classify Future Returns Using Structured and Unstructured DataJoshua Livnat and Jyoti SinghThe Journal of Investing March 2021, 30 (3) 62-78; DOI: https://doi.org/10.3905/joi.2021.1.169
- Fintech Codgers Look Back 25 YearsDavid LeinweberThe Journal of Investing February 2017, 26 (1) 33-45; DOI: https://doi.org/10.3905/joi.2017.26.1.033
- The Journal of Investing, Brian Bruce, and Me—A Random Walk Down Memory LaneGeorge FrankfurterThe Journal of Investing February 2017, 26 (1) 23-25; DOI: https://doi.org/10.3905/joi.2017.26.1.023
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