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Big data/machine learning

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  • A Dynamic Future for Active Quant Investing
    Xi Li and Rodney N. Sullivan
    The Journal of Portfolio Management April 2011, 37 (3) 29-36; DOI: https://doi.org/10.3905/jpm.2011.37.3.029
  • Practical Applications of Weak Supervision and Black–Litterman for Automated ESG Portfolio Construction
    Alik Sokolov, Kyle Caverly, Jonathan Mostovoy, Talal Fahoum and Luis Seco
    Practical Applications January 2022, 9 (3) 1-7; DOI: https://doi.org/10.3905/pa.9.3.462
  • Practical Applications of Artificial Intelligence and Value Investing
    Korok Ray
    Practical Applications January 2019, 6 (3) 1-4; DOI: https://doi.org/10.3905/pa.6.3.310
  • Practical Applications of Deep Reinforcement Learning for Option Replication and Hedging
    Jiayi (Nicole) Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei Zhang
    Practical Applications July 2021, 9 (1) 1-8; DOI: https://doi.org/10.3905/pa.9.1.436
  • Practical Applications of Rethinking Alternative Data in Institutional Investment
    Ashby Monk, Marcel Prins and Dane Rook
    Practical Applications July 2019, 7 (1) 1-6; DOI: https://doi.org/10.3905/pa.7.1.332
  • Practical Applications of Hierarchical Clustering-Based Asset Allocation
    Thomas Raffinot
    Practical Applications July 2018, 6 (1) 1-3; DOI: https://doi.org/10.3905/pa.6.1.268
  • Practical Applications of Using Alternative Research Data in Real-World Portfolios
    Herbert Blank, Richard Davis and Shannon Greene
    Practical Applications October 2019, 7 (2) 1-5; DOI: https://doi.org/10.3905/pa.7.2.347

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