Search Results
JEL Code: C45

256,482 Total downloads

Viewing: 1 - 50 of 787 papers

1.

Classification-Based Financial Markets Prediction Using Deep Neural Networks

Algorithmic Finance, 2016.
Number of pages: 20 Posted: 30 Mar 2016 Last Revised: 09 Dec 2016
Accepted Paper Series
Illinois Institute of Technology, Northwestern University and Northwestern University
Downloads 9,825
2.

Autoencoder Asset Pricing Models

Yale ICF Working Paper No. 2019-04, Chicago Booth Research Paper No. 19-24
Number of pages: 35 Posted: 07 Mar 2019 Last Revised: 01 Oct 2019
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
Downloads 8,756
3.

CDS Rate Construction Methods by Machine Learning Techniques

Number of pages: 51 Posted: 15 May 2017 Last Revised: 31 Oct 2018
Working Paper Series
University of Reims Champagne-Ardenne and Birkbeck, University of London
Downloads 5,396
4.

A General Approach for Predicting the Behavior of the Supreme Court of the United States

Number of pages: 18 Posted: 09 Jul 2014 Last Revised: 19 Jan 2017
Working Paper Series
Illinois Tech - Chicago Kent College of Law, Bommarito Consulting, LLC and South Texas College of Law Houston
Downloads 4,905
5.

Factor Models, Machine Learning, and Asset Pricing

Number of pages: 35 Posted: 18 Oct 2021 Last Revised: 18 Feb 2022
Working Paper Series
Yale School of Management, Yale SOM and University of Chicago - Booth School of Business
Downloads 4,746
6.

Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning

Number of pages: 20 Posted: 16 Mar 2018 Last Revised: 29 Mar 2018
Working Paper Series
Imperial College London - Department of Mathematics and University of Oxford
Downloads 4,700
7.

Deep Learning and Financial Stability

Number of pages: 45 Posted: 13 Nov 2020
Working Paper Series
Masachusetts Institute of Technology (MIT) Sloan School of Management and Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science
Downloads 4,319
8.

Support Vector Machines (SVM) as a Technique for Solvency Analysis

DIW Berlin Discussion Paper No. 811
Number of pages: 18 Posted: 25 Jun 2009
Working Paper Series
Deutsche Bundesbank and German Institute for Economic Research (DIW Berlin)
Downloads 4,302
9.

Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book

Number of pages: 43 Posted: 09 Aug 2021
Working Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences, University College London and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 4,141
10.

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 3,682
11.

Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index

Number of pages: 42 Posted: 13 Aug 2001
Working Paper Series
National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics
Downloads 3,646
12.

Machine Learning with Personal Data

Queen Mary School of Law Legal Studies Research Paper No. 247/2016
Number of pages: 23 Posted: 08 Nov 2016
Accepted Paper Series
Queen Mary University of London, School of Law - Centre for Commercial Law Studies, Queen Mary University of London, School of Law - Centre for Commercial Law Studies and University of Cambridge -- Dept. Computer Science & Technology (Computer Laboratory)
Downloads 3,446
13.

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 3,328
14.

Machine Learning in Finance: A Topic Modeling Approach

Number of pages: 44 Posted: 07 Feb 2019
Working Paper Series
Rennes School of Business, Dublin City University Business School, Qatar University College of Business and Azerbaijan Diplomatic Academy
Downloads 3,001
15.

Statistical Foundations of Actuarial Learning and its Applications

Number of pages: 521 Posted: 21 Apr 2021 Last Revised: 03 Jun 2022
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads 2,842
16.

The Web of Law

San Diego Legal Studies Research Paper No. 06-11
Number of pages: 39 Posted: 05 Jan 2005
Working Paper Series
University of San Diego School of Law
Downloads 2,792
17.

Measuring Corporate Culture Using Machine Learning

Number of pages: 104 Posted: 21 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, Stevens Institute of Technology, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics and University of Dayton
Downloads 2,708
18.

CDS Rate Construction Methods by Machine Learning Techniques (Presentation at invitation by Department of Statistics at London School of Economics)

Number of pages: 23 Posted: 24 May 2017 Last Revised: 21 Mar 2018
Working Paper Series
Birkbeck, University of London and University of Reims Champagne-Ardenne
Downloads 2,315
19.

Model Calibration with Neural Networks

Number of pages: 13 Posted: 21 Jul 2016
Working Paper Series
PwC
Downloads 2,231
20.

Deep Learning for Global Tactical Asset Allocation

Number of pages: 17 Posted: 11 Nov 2018 Last Revised: 03 Mar 2019
Working Paper Series
Qplum, affiliation not provided to SSRN and OPTrust
Downloads 2,068
21.

Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics

Number of pages: 19 Posted: 29 Mar 2021 Last Revised: 14 Jul 2021
Working Paper Series
JP Morgan, J.P. Morgan Chase & Co., Imperial College London - Department of Mathematics and JP Morgan Chase
Downloads 2,060
22.

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 2,016
23.

Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates

Olsen and Associates Working Paper No. 319
Number of pages: 62 Posted: 30 Mar 1999
Working Paper Series
Simon Fraser University, DEAR-Consulting, Pictet & Cie, Banquiers, Lykke Corp and Pictet Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,925
24.

Deep Learning for Equity Time Series Prediction

Number of pages: 31 Posted: 24 Nov 2020
Working Paper Series
Artificial Intelligence in Finance Institute, Trell Technologies and Jp Morgan
Downloads 1,920
25.

Selecting Directors Using Machine Learning

Fisher College of Business Working Paper No. 2018-03-005, Charles A. Dice Center Working Paper No. 2018-05, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 605/2019
Number of pages: 70 Posted: 21 Mar 2018 Last Revised: 06 Jan 2021
Working Paper Series
Ohio State University (OSU) - Department of Finance, University of Washington - Michael G. Foster School of Business, University of Colorado at Boulder and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 1,846
26.

A Quantitative Neural Network Model (Qnnm) for Stock Trading Decisions

Jahangirnagar Review, Part II: Social Science, Vol. XXIX, pp. 177-194, 2005
Number of pages: 20 Posted: 20 Feb 2007
Accepted Paper Series
American International University - Bangladesh (AIUB) and TWO MEN AND A TRUCK
Downloads 1,788
27.

FinBERT—A Large Language Model Approach to Extracting Information from Financial Text

Number of pages: 72 Posted: 27 Aug 2021 Last Revised: 01 Jul 2022
Working Paper Series
Hong Kong University of Science and Technology - Department of Accounting, Hong Kong University of Science and Technology and HKUST Business School
Downloads 1,788
28.

Neural Networks Applied to Chain-Ladder Reserving

Number of pages: 26 Posted: 10 May 2017 Last Revised: 19 Jul 2018
Working Paper Series
RiskLab, ETH Zurich
Downloads 1,781
29.

Forecasting Exchange Rates Using General Regression Neural Networks

Number of pages: 35 Posted: 17 Jan 2000
Working Paper Series
University of Texas at San Antonio - Department of Management Science and Statistics, National Chung Cheng University - Department of Finance and Cornell University - School of Applied Economics and Management
Downloads 1,775
30.

Deep Reinforcement Learning for Asset Allocation in US Equities

Number of pages: 29 Posted: 19 Oct 2020
Working Paper Series
Artificial Intelligence in Finance Institute and Wright Research
Downloads 1,567
31.

Consumer Credit Scoring Models with Limited Data

EFA 2007 Ljubljana Meetings Paper
Number of pages: 23 Posted: 02 Mar 2007
Working Paper Series
Independent, University of Ljubljana - Faculty of Economics and National Institute of Chemistry
Downloads 1,508
32.

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 1,506
33.

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 1,494
34.

Business Applications of Emulative Neural Networks

International Journal of Business, Vol. 10, No. 4, 2005
Number of pages: 20 Posted: 02 Nov 2005
Accepted Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads 1,493
35.

Deep Hedging: Learning to Simulate Equity Option Markets

Number of pages: 13 Posted: 14 Nov 2019
Working Paper Series
University of Kaiserslautern - Department of Mathematics, JP Morgan, JP Morgan Chase and JP Morgan
Downloads 1,489
36.

Identifying Artificial Intelligence (AI) Invention: A Novel AI Patent Dataset

USPTO Economic Working Paper No. 2021-2, The Journal of Technology Transfer
Number of pages: 62 Posted: 30 Jun 2021 Last Revised: 15 Nov 2021
Accepted Paper Series
United States Patent and Trademark Office, United States Patent and Trademark Office and United States Patent and Trademark Office
Downloads 1,394
37.

Machine-Learning the Skill of Mutual Fund Managers

Number of pages: 71 Posted: 07 Dec 2021 Last Revised: 06 Jul 2022
Working Paper Series
University of Rochester - Simon Business School, Stanford University, Stanford University - Department of Management Science & Engineering and Columbia University Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,373
38.

Financial Crises and Bank Failures: A Review of Prediction Methods

FRB of Cleveland Working Paper No. 09-04R
Number of pages: 34 Posted: 22 Jun 2009 Last Revised: 01 Nov 2010
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,303
39.

Support Vector Machines Approach to Predict the S&P CNX NIFTY Index Returns

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 19 Posted: 13 Feb 2007
Working Paper Series
Indian Institute of Technology Madras and Indian Institute of Technology Madras
Downloads 1,299
40.

Black-Scholes Versus Artificial Neural Networks in Pricing Ftse 100 Options

Number of pages: 23 Posted: 11 May 2004
Working Paper Series
University of Southampton - School of Management and University of Reading - ICMA Centre
Downloads 1,282
41.

Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks

Number of pages: 49 Posted: 23 Jan 2017
Working Paper Series
University of Economics, Prague - Faculty of Finance and Accounting
Downloads 1,282
42.

The Multiple Dimensions of Asset Allocation: Countries, Sectors or Factors?

Number of pages: 36 Posted: 16 Jan 2002
Working Paper Series
Columbia Management Group and State Street Associates
Downloads 1,281
43.

An Introduction to Machine Learning for Panel Data

International Advances in Economic Research, Vol. 27, 2021
Number of pages: 93 Posted: 11 Dec 2020 Last Revised: 28 Jan 2021
Accepted Paper Series
Michigan State University - College of Law
Downloads 1,254
44.

Market Depth and Order Size

Number of pages: 25 Posted: 16 Apr 1997
Working Paper Series
University of Goettingen (Göttingen) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 1,212
45.

Dissecting Momentum: We Need to Go Deeper

Number of pages: 72 Posted: 29 Jul 2019 Last Revised: 08 Aug 2019
Working Paper Series
Independent
Downloads 1,190
46.

Neural Networks for Option Pricing and Hedging: A Literature Review

Journal of Computational Finance
Number of pages: 32 Posted: 25 Nov 2019 Last Revised: 11 May 2020
Accepted Paper Series
London School of Economics & Political Science (LSE) - London School of Economics and Shanghai University

Multiple version iconThere are 3 versions of this paper

Downloads 1,169
47.

Can Consumer-Posted Photos Serve as a Leading Indicator of Restaurant Survival? Evidence from Yelp

Number of pages: 98 Posted: 31 Jan 2018 Last Revised: 30 Nov 2021
Working Paper Series
University of Southern California and University of Southern California
Downloads 1,145
48.

Forecasting of Stock Market Indices Using Artificial Neural Network

Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Number of pages: 18 Posted: 10 Feb 2013
Accepted Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 1,133
49.

Algorithms, Machine Learning, and Collusion

Number of pages: 30 Posted: 28 Aug 2018
Working Paper Series
University of Hohenheim
Downloads 1,106
50.

Risk Management of Hedge Funds Using Fuzzy Neural- and Genetic Algorithms

Number of pages: 14 Posted: 24 Aug 2004
Working Paper Series
Panathea Capital Partners
Downloads 1,103