Big data/machine learning
- Trending Fast and SlowEddie Cheng, Nazar Kostyuchyk, Wai Lee, Pai Liu and Chenfei MaThe Journal of Portfolio Management December 2021, jpm.2021.1.312; DOI: https://doi.org/10.3905/jpm.2021.1.312
- Firm-Level Cybersecurity Risk and Idiosyncratic VolatilityNazli Sila Alan, Ahmet K. Karagozoglu and Tianpeng ZhouThe Journal of Portfolio Management September 2021, 47 (9) 110-140; DOI: https://doi.org/10.3905/jpm.2021.1.286
- Geopolitical Risk in Investment Research: Allies, Adversaries, and AlgorithmsJoseph SimonianThe Journal of Portfolio Management September 2021, 47 (9) 92-109; DOI: https://doi.org/10.3905/jpm.2021.1.284
- The Implications of Contemporary Research on COVID-19 for Volatility and Portfolio ManagementDominique Outlaw, Aimee Hoffmann Smith and Na WangThe Journal of Portfolio Management September 2021, 47 (9) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.282
- Machine Learning for Active Portfolio ManagementSöhnke M. Bartram, Jürgen Branke, Giuliano De Rossi and Mehrshad MotahariThe Journal of Financial Data Science July 2021, 3 (3) 9-30; DOI: https://doi.org/10.3905/jfds.2021.1.071
- Weak Supervision and Black-Litterman for Automated ESG Portfolio ConstructionAlik Sokolov, Kyle Caverly, Jonathan Mostovoy, Talal Fahoum and Luis SecoThe Journal of Financial Data Science July 2021, 3 (3) 129-138; DOI: https://doi.org/10.3905/jfds.2021.1.070
- Stock Portfolio Selection with Deep RankNetYan Li and Zheng TanThe Journal of Financial Data Science July 2021, 3 (3) 108-120; DOI: https://doi.org/10.3905/jfds.2021.1.069
- Confronting Machine Learning with Financial ResearchKristof Lommers, Ouns El Harzli and Jack KimThe Journal of Financial Data Science July 2021, 3 (3) 67-96; DOI: https://doi.org/10.3905/jfds.2021.1.068
- An Inside Peek at AI Use in Private EquityThomas ÅstebroThe Journal of Financial Data Science July 2021, 3 (3) 97-107; DOI: https://doi.org/10.3905/jfds.2021.1.067
- Interpretable Machine Learning for Diversified Portfolio ConstructionMarkus Jaeger, Stephan Krügel, Dimitri Marinelli, Jochen Papenbrock and Peter SchwendnerThe Journal of Financial Data Science July 2021, 3 (3) 31-51; DOI: https://doi.org/10.3905/jfds.2021.1.066
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