Big data/machine learning
- The Dynamics of Sovereign Yield Differentials in
the EMU: New Evidence and PerspectivesRiccardo Lo ConteThe Journal of Fixed Income June 2011, 21 (1) 67-83; DOI: https://doi.org/10.3905/jfi.2011.21.1.067 - Modeling Ultimate Loss Given Default on Corporate DebtMichael Jacobs and Ahmet K. KaragozogluThe Journal of Fixed Income June 2011, 21 (1) 6-20; DOI: https://doi.org/10.3905/jfi.2011.21.1.006
- Swensen, Pelé, and the BlockchainJose Arrieta and Jim Kyung-Soo LiewThe Journal of Alternative Investments March 2019, 21 (4) 95-103; DOI: https://doi.org/10.3905/jai.2019.21.4.095
- Forests for FamaJoseph SimonianThe Journal of Financial Data Science January 2022, 4 (1) 145-157; DOI: https://doi.org/10.3905/jfds.2021.1.086
- 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 January 2022, 4 (1) 11-39; DOI: https://doi.org/10.3905/jfds.2021.1.085
- Investable and Interpretable Machine Learning for EquitiesYimou Li, Zachary Simon and David TurkingtonThe Journal of Financial Data Science January 2022, 4 (1) 54-74; DOI: https://doi.org/10.3905/jfds.2021.1.084
- Deep Learning for Exotic Option ValuationJay Cao, Jacky Chen, John Hull and Zissis PoulosThe Journal of Financial Data Science January 2022, 4 (1) 41-53; DOI: https://doi.org/10.3905/jfds.2021.1.083
- ESG and Alternative Data: Capturing Corporates’ Sustainability-Related Activities with Job PostingsArik Ben Dor, Jingling Guan, Adam Kelleher, Adam Lauretig, Ryan Preclaw and Xiaming ZengThe Journal of Financial Data Science January 2022, 4 (1) 130-144; DOI: https://doi.org/10.3905/jfds.2021.1.082
- Cryptocurrency Sectorization through Clustering and Web-Scraping: Application to Systematic TradingBabak Mahdavi-Damghani, Robert Fraser, James Howell and Jon Sveinbjorn HalldorssonThe Journal of Financial Data Science January 2022, 4 (1) 158-179; DOI: https://doi.org/10.3905/jfds.2021.1.080
- Forecasting US Equity and Bond Correlation—A Machine Learning ApproachBoyu Wu, Kevin J. DiCiurcio, Beatrice Yeo and Qian WangThe Journal of Financial Data Science January 2022, 4 (1) 76-86; DOI: https://doi.org/10.3905/jfds.2022.4.1.076
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