Statistical methods
- Parameterized Calendar Correlations: Decoding Oil and BeyondRoza Galeeva and Thomas HaversangThe Journal of Derivatives December 2019, jod.2019.1.093; DOI: https://doi.org/10.3905/jod.2019.1.093
- Beyond the Black Box: An Intuitive Approach to Investment Prediction with Machine LearningYimou Li, David Turkington and Alireza YazdaniThe Journal of Financial Data Science December 2019, jfds.2019.1.023; DOI: https://doi.org/10.3905/jfds.2019.1.023
- Constructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine LearningAlexander Fleiss, Han Cui, Sasha Stoikov and Daniel M. DiPietroThe Journal of Financial Data Science December 2019, jfds.2019.1.022; DOI: https://doi.org/10.3905/jfds.2019.1.022
- Rise of the Machines: Factor Investing with Artificial Neural Networks and the Cross–Section of Expected Stock ReturnsEdward N. W. Aw, Joshua Jiang and John Q. JiangThe Journal of Investing November 2019, 29 (1) 6-17; DOI: https://doi.org/10.3905/joi.2019.1.108
- How to Increase the Odds of Owning the Few Stocks that Drive ReturnsChris Tidmore, Francis M. Kinniry, Giulio Renzi-Ricci and Edoardo CillaThe Journal of Investing November 2019, 29 (1) 43-60; DOI: https://doi.org/10.3905/joi.2019.1.103
- Overview of Venture Capital Landscape in IndiaMohammad MustafaThe Journal of Private Equity November 2019, 23 (1) 63-89; DOI: https://doi.org/10.3905/jpe.2019.1.098
- Geometric Local Variance Gamma ModelP. Carr and A. ItkinThe Journal of Derivatives November 2019, 27 (2) 7-30; DOI: https://doi.org/10.3905/jod.2019.1.084
- Teaching Machines to Understand Chinese Investment SlangMike Chen, Jaime Lee and George MussalliThe Journal of Financial Data Science November 2019, jfds.2019.1.017; DOI: https://doi.org/10.3905/jfds.2019.1.020
- Deep Learning Classifier with Piecewise Linear Activation Function: An Empirical Evaluation with Intraday Financial DataSoham Banerjee and Diganta MukherjeeThe Journal of Financial Data Science November 2019, jfds.2019.1.018; DOI: https://doi.org/10.3905/jfds.2019.1.018
- Mitigating Overfitting on Financial Datasets with Generative Adversarial NetworksFernando De Meer Pardo and Rafael Cobo LópezThe Journal of Financial Data Science November 2019, jfds.2019.1.019; DOI: https://doi.org/10.3905/jfds.2019.1.019
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