1.
Deep Learning in Asset Pricing
Number of pages: 75
Posted: 04 Apr 2019
Last Revised: 05 Aug 2021
Working Paper Series
Stanford University - Institute for Computational and Mathematical Engineering, Stanford University - Department of Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads
5,617
2.
A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm
Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34
Posted: 22 Sep 2011
Last Revised: 27 Oct 2013
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and University of California, Irvine
Downloads
4,691
3.
Focused Concept Miner (FCM): Interpretable Deep Learning for Text Exploration
Number of pages: 45
Posted: 21 Dec 2018
Last Revised: 23 Sep 2020
Working Paper Series
Boston University - Questrom School of Business, Carnegie Mellon University, Students and Boston University - Questrom School of Business
Downloads
4,521
4.
Bond Risk Premia with Machine Learning
WBS Finance Group Research Paper No. 252
Number of pages: 86
Posted: 26 Aug 2018
Last Revised: 08 Apr 2020
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads
3,136
5.
The Four Horsemen of Machine Learning in Finance
Number of pages: 24
Posted: 24 Sep 2019
Working Paper Series
Illinois Institute of Technology and Fidelity Investments, Inc.
Downloads
3,030
6.
Factor Models, Machine Learning, and Asset Pricing
Number of pages: 38
Posted: 18 Oct 2021
Last Revised: 08 Nov 2021
Working Paper Series
Yale School of Management, Yale SOM and University of Chicago - Booth School of Business
Downloads
2,346
7.
Statistical Foundations of Actuarial Learning and its Applications
Number of pages: 444
Posted: 21 Apr 2021
Last Revised: 03 Nov 2021
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads
1,908
8.
LexNLP: Natural Language Processing and Information Extraction For Legal and Regulatory Texts
Number of pages: 7
Posted: 21 Jun 2018
Working Paper Series
Bommarito Consulting, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads
1,894
9.
Portfolio Oversight: An Evolutionary Approach
Number of pages: 50
Posted: 08 Nov 2012
Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads
1,416
10.
A Surprising Thing: The Application of Machine Learning Ensembles and Signal Theory to Predict Earnings Surprises
Number of pages: 103
Posted: 17 Jul 2019
Last Revised: 25 Mar 2020
Working Paper Series
The Alan Turing Institute
Downloads
1,371
11.
Deep Learning Statistical Arbitrage
Number of pages: 59
Posted: 08 Jun 2021
Last Revised: 25 Oct 2021
Working Paper Series
Stanford University - Department of Mathematics, Stanford University - Department of Management Science & Engineering and Stanford University, School of Engineering, Management Science & Engineering
Downloads
1,358
12.
Machine Learning at Central Banks
Bank of England Working Paper No. 674
Number of pages: 89
Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads
1,232
13.
Lee and Carter go Machine Learning: Recurrent Neural Networks
Number of pages: 30
Posted: 23 Aug 2019
Last Revised: 29 Aug 2019
Working Paper Series
Old Mutual Insure and RiskLab, ETH Zurich
Downloads
986
14.
Machine Learning in Energy Economics and Finance: A Review
Energy Economics, Vol. 81, 2019
Number of pages: 71
Posted: 15 Nov 2018
Last Revised: 08 Jun 2019
Accepted Paper Series
California State Polytechnic University, San Luis Obispo, Stevens Institute of Technology, School of Business and HEC Montreal
Downloads
959
15.
Stock Return Prediction and Anomaly Detection by Regression Trees
Number of pages: 79
Posted: 14 Sep 2011
Working Paper Series
Avondale Alternative Advisors
Downloads
939
16.
The Behavioral Aspect of Mergers and Acquisitions: A Case Study from India
Global Journal of Business Research, Vol. 6, No. 3, pp. 103-113, 2012
Number of pages: 11
Posted: 05 Jan 2012
Accepted Paper Series
Meghnad Saha Institute of Technology, Vishweshwarayya National Institute of Technology, affiliation not provided to SSRN and Meghnad Saha Institute of Technology
Downloads
902
17.
A High Frequency Trade Execution Model for Supervised Learning
Forthcoming in High Frequency
Number of pages: 27
Posted: 15 Nov 2016
Last Revised: 06 Dec 2017
Accepted Paper Series
Illinois Institute of Technology
Downloads
884
18.
Understanding Systematic Risk: A High-Frequency Approach
Journal of Finance, Forthcoming
Number of pages: 55
Posted: 24 Aug 2015
Last Revised: 23 Mar 2020
Accepted Paper Series
Stanford University - Department of Management Science & Engineering
Downloads
879
19.
Predicting Profitability Using Machine Learning
Number of pages: 64
Posted: 14 Oct 2019
Last Revised: 29 Oct 2019
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Accountancy, University of Illinois at Urbana-Champaign - Department of Accountancy, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads
817
20.
The Global Entrepreneurship and Development Index Methodology
Number of pages: 30
Posted: 05 Jun 2011
Last Revised: 14 Jun 2011
Working Paper Series
University of Pécs and Schar School of Policy and Government
Downloads
783
21.
The Correlation Structure of Anomaly Strategies
Number of pages: 97
Posted: 19 Jul 2017
Last Revised: 04 Aug 2020
Working Paper Series
University of Auckland Business School and University of Auckland Business School
Downloads
760
22.
Consumers’ Attitudes Toward Medical Tourism
Number of pages: 44
Posted: 12 May 2011
Working Paper Series
University of North Carolina at PembrokeMedical Tourism Research Center and University of North Carolina (UNC) at Pembroke - Medical Tourism Research Center
Downloads
757
23.
Patent Citations and Stock Performance: Constructing a Dynamic Industry Classification
Number of pages: 46
Posted: 17 Sep 2014
Last Revised: 11 Sep 2015
Working Paper Series
The University of Chicago and Federal Reserve Bank of Chicago
Downloads
741
24.
Investigating Accounting Patterns for Bankruptcy and Filing Outcome Prediction using Machine Learning Models
Number of pages: 115
Posted: 18 Jul 2019
Last Revised: 25 Mar 2020
Working Paper Series
The Alan Turing Institute
Downloads
678
25.
Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text
Johns Hopkins Carey Business School Research Paper No. 21-09
Number of pages: 59
Posted: 02 Aug 2021
Last Revised: 22 Jan 2022
Working Paper Series
Yale School of Management, Yale SOM and Johns Hopkins University - Carey Business School
Downloads
677
26.
Estimating Latent Asset-Pricing Factors
Number of pages: 45
Posted: 21 May 2018
Last Revised: 13 Jan 2020
Working Paper Series
University of California - Haas School of Business and Stanford University - Department of Management Science & Engineering
There are 3 versions of this paper
Estimating Latent Asset-Pricing Factors
Number of pages: 45
Posted: 21 May 2018
Last Revised: 13 Jan 2020
Downloads
676
Estimating Latent Asset-Pricing Factors
NBER Working Paper No. w24618
Number of pages: 44
Posted: 25 May 2018
Last Revised: 08 Oct 2021
Downloads
16
Estimating Latent Asset-Pricing Factors
Number of pages: 46
Posted: 15 May 2018
Last Revised: 11 Jun 2018
Downloads
1
Downloads
676
27.
La Ventaja Competitiva, Desde La Teoría De Recursos Y Capacidades (Competitive Advantage from Resource Theory and Capabilities)
Revista Internacional Administración & Finanzas, v. 9 (1) p. 69-80, 2016
Number of pages: 12
Posted: 29 Jan 2016
Accepted Paper Series
Universidad Autónoma de Baja California (UABC), Universidad Autónoma de Baja California (UABC) and Universidad Autonoma de Ciudad Juarez
Downloads
676
28.
Prediction of Financial Strength Ratings Using Machine Learning and Conventional Techniques
Abdou, H. A., Abdallah, W. M., Mulkeen, J., Ntim, C. G., & Wang, Y. (2017) ‘Prediction of financial strength ratings using machine learning and conventional techniques’, Investment Management and Financial Innovation, 14(4), pp. 194-211, (Accepted 20th December, 2017)
Number of pages: 32
Posted: 19 Jan 2018
Accepted Paper Series
The Lancashire School of Business & Enterprise, The American University in Cairo, University of Salford - Business School, University of Southampton Business School, UK and Leicester Business School, De Montfort University
Downloads
647
29.
Sparse Macro Factors
Number of pages: 53
Posted: 25 Oct 2018
Last Revised: 01 Feb 2021
Working Paper Series
Washington University in St. LouisSaint Louis University and Washington University in St. Louis - John M. Olin Business School
Downloads
637
30.
Unsupervised Learning: What is a Sports Car?
Number of pages: 54
Posted: 22 Aug 2019
Last Revised: 14 Oct 2019
Working Paper Series
AXA Switzerland and RiskLab, ETH Zurich
Downloads
623
31.
Fighting Accounting Fraud Through Forensic Data Analytics
Number of pages: 39
Posted: 22 May 2018
Working Paper Series
University of Sydney Business School and University of Sydney
Downloads
619
32.
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference
Number of pages: 47
Posted: 28 Oct 2019
Last Revised: 10 Nov 2021
Working Paper Series
Stanford University and Stanford University - Department of Management Science & Engineering
Downloads
602
33.
Less Income Inequality and More Growth – Are They Compatible?: Part 1: Mapping Income Inequality Across the OECD
OECD Working Paper No. 924
Number of pages: 45
Posted: 04 Mar 2012
Working Paper Series
Organization for Economic Co-Operation and Development (OECD), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Leverhulme Centre for Research on Globalisation and Economic Policy
Downloads
592
34.
Feature Selection in Jump Models
Number of pages: 32
Posted: 18 Mar 2021
Working Paper Series
Lund University, New York University (NYU) - Courant Institute of Mathematical Sciences and Lund University
Downloads
584
35.
The Fairness of Credit Scoring Models
HEC Paris Research Paper No. FIN-2021-1411
Number of pages: 46
Posted: 18 Feb 2021
Last Revised: 24 May 2021
Working Paper Series
University of Orleans, HEC Paris - Finance Department and University of Orleans, Laboratoire d'économie d'Orléans, Students
Downloads
576
36.
The Biases Influencing an Investor's Behavior in India
Number of pages: 54
Posted: 02 Jul 2016
Working Paper Series
Symbiosis International University, School of Economics, Students
Downloads
560
37.
Forecasting Stock Returns with Large Dimensional Factor Models
Number of pages: 46
Posted: 26 Apr 2017
Last Revised: 14 Jul 2021
Working Paper Series
University of Rome Tor Vergata, King's College London and Department of Economics, Lancaster University Management School
Downloads
558
38.
Governance Regulatory Changes, IFRS Adoption, and New Zealand Audit and Non-Audit Fees: Empirical Evidence
Number of pages: 39
Posted: 15 Feb 2008
Last Revised: 11 Jan 2009
Working Paper Series
University of California, Davis - Graduate School of Management, University of Otago - Department of Accountancy and Finance and Boston University - Questrom School of Business
Downloads
552
39.
Machine Learning and Factor-Based Portfolio Optimization
Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 21-6
Number of pages: 89
Posted: 20 Jul 2021
Last Revised: 22 Jul 2021
Working Paper Series
University College Dublin, University College Dublin and University College Dublin
Downloads
551
40.
Disappearing Paradigms in Shareholder Protection: Leximetric Evidence for 30 Countries, 1990-2013
Journal of Corporate Law Studies vol. 15 (2015), pp. 127-160
Number of pages: 57
Posted: 18 Mar 2015
Last Revised: 09 Nov 2015
Accepted Paper Series
King's College London - The Dickson Poon School of Law and European University Institute (EUI)
Downloads
538
41.
Forecasting Bond Risk Premia using Stationary Yield Factors
Number of pages: 38
Posted: 13 Apr 2021
Working Paper Series
Robeco Asset Management, Robeco Asset Management and Erasmus University Rotterdam
Downloads
505
42.
Machine Valuation
Number of pages: 56
Posted: 07 Sep 2019
Working Paper Series
University of Auckland Business School and University of Auckland Business School
Downloads
503
43.
Evaluación Del Impacto De La Política De Incentivos Sectoriales En El Desarrollo De Los Municipios Mineros De Castilla Y León (Evaluation of the Impact of Aids Sectorial Policy in the Development of the Mining Region of Castilla y León)
Journal of Economics, Finance & Administrative Science, Vol. 17, No. 33, 2012
Number of pages: 16
Posted: 05 Dec 2012
Accepted Paper Series
Universidad Rey Juan Carlos - Department of Applied Economics
Downloads
480
44.
EL CONSUMO EN LA POSTMODERNIDAD (Postmodernity Consumption)
Revista Internacional Administración & Finanzas, v. 7 (1) p. 89-111, 2014
Number of pages: 23
Posted: 02 Feb 2014
Accepted Paper Series
Universidad Autónoma de Occidente and Universidad Autónoma de Occidente
Downloads
473
45.
OpenEDGAR: Open Source Software for SEC EDGAR Analysis
Number of pages: 12
Posted: 27 Jun 2018
Working Paper Series
Bommarito Consulting, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads
473
46.
Large-Dimensional Factor Modeling Based on High-Frequency Observations
Number of pages: 125
Posted: 25 Mar 2015
Last Revised: 12 May 2018
Working Paper Series
Stanford University - Department of Management Science & Engineering
Downloads
463
47.
Positional Portfolio Management
Swiss Finance Institute Research Paper No. 14-20
Number of pages: 83
Posted: 07 Mar 2014
Last Revised: 12 Dec 2018
Working Paper Series
University of Lugano, University of Toronto - Department of Economics and EDHEC Business School
Downloads
458
48.
The Global Diffusion of Stewardship Codes
An edited version of the paper will be published as a chapter in Global Shareholder Stewardship: Complexities, Challenges and Possibilities (Dionysia Katelouzou & Dan W. Puchniak eds, Cambridge University Press, Forthcoming), European Corporate Governance Institute - Law Working Paper No. 526/2020, King’s College London Dickson Poon School of Law
Legal Studies Research Paper Series: Paper No. 2020-41, LawFin Working Paper No. 10
Number of pages: 53
Posted: 05 Jun 2020
Last Revised: 23 Nov 2020
Working Paper Series
King's College London - The Dickson Poon School of Law and European University Institute (EUI)
Downloads
457
49.
Smart Contracts on the Blockchain – A Bibliometric Analysis and Review
Number of pages: 48
Posted: 08 May 2020
Last Revised: 15 Sep 2020
Working Paper Series
Blockchain Research Lab
Downloads
447
50.
Factor Models with Drifting Prices
Number of pages: 87
Posted: 12 Jul 2019
Last Revised: 12 May 2021
Working Paper Series
Bocconi University - Department of Finance, Vienna Graduate School of Finance (VGSF) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
There are 2 versions of this paper
Factor Models with Drifting Prices
Number of pages: 87
Posted: 12 Jul 2019
Last Revised: 12 May 2021
Downloads
434
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models
Number of pages: 65
Posted: 03 Mar 2020
Last Revised: 24 Mar 2020
Downloads
434
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