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JEL Code: C45

107,208 Total downloads

Viewing: 1 - 50 of 411 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 8,396
2.

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 4,317
3.

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 3,858
4.

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 3,417
5.

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
affiliation not provided to SSRN and German Institute for Economic Research (DIW Berlin)
Downloads 2,799
6.

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 2,580
7.

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 2,462
8.

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 1,991
9.

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 1,926
10.

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 1,813
11.

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 1,676
12.

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 1,524
13.

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 1,439
14.

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 1,438
15.

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 1,196
16.

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 1,169
17.

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 1,167
18.

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 - Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,146
19.

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 1,091
20.

Market Depth and Order Size

Number of pages: 25 Posted: 16 Apr 1997
Working Paper Series
Georg-August-Universität Göttingen and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 1,028
21.

Model Calibration with Neural Networks

Number of pages: 13 Posted: 21 Jul 2016
Working Paper Series
PwC
Downloads 1,025
22.

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 1,001
23.

Using the Lyapunov Exponent as a Practical Test for Noisy Chaos

Number of pages: 38 Posted: 15 Mar 2007
Working Paper Series
LaREMFiQ - IHEC
Downloads 979
24.

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 972
25.

Semi Variance and Semi Correlation for Financial Investments

Number of pages: 35 Posted: 06 Aug 2001 Last Revised: 20 Aug 2009
Working Paper Series
SDA Bocconi
Downloads 960
26.

The Network Structure of Supreme Court Jurisprudence

University of Houston Law Center No. 2005-W-01
Number of pages: 26 Posted: 14 Jun 2005
Working Paper Series
University of Houston Law Center
Downloads 953
27.

Using Machine Learning Algorithms to Find Patterns in Stock Prices

FEDEA Working Paper No. 2006-12
Number of pages: 20 Posted: 27 Mar 2006
Working Paper Series
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and UCM Institute for Economic Analysis
Downloads 953
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 893
29.

The Arbitrage Pricing Theory and the Capital Asset Pricing Models and Artificial Neural Networks Modeling with Particle Swarm Optimization (PSO)

Number of pages: 19 Posted: 02 Mar 2009
Working Paper Series
Manchester Metropolitan University, Business School, Department of Economics
Downloads 879
30.

Unraveling Hedge Fund Returns: An Introduction to Independent Component Analysis as an Analytical Tool

Number of pages: 29 Posted: 22 Feb 2006
Working Paper Series
Perella Weinberg Partners
Downloads 837
31.

Using Investment Portfolio Return to Combine Forecasts: A Multi-Objective Approach

Number of pages: 35 Posted: 21 Nov 2000
Working Paper Series
University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 806
32.

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 789
33.

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 778
34.

Handwritten Character Recognition by Using Neural-Network and Euclidean Distance Metric

IJCSIC - International Journal of Computer Science and Intelligent Computing, Vol. 2, No. 1, November 2010
Number of pages: 5 Posted: 22 Feb 2012 Last Revised: 23 Feb 2012
Accepted Paper Series
Assam University - Department of Mathematics and Banaras Hindu University (BHU) - Department of Applied Mathematics
Downloads 774
35.

Financial Markets Analysis by Probabilistic Fuzzy Modelling

ERIM Report Series Reference No. ERS-2003-036-LIS
Number of pages: 20 Posted: 30 Mar 2006
Working Paper Series
Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT, Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 742
36.

Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses

Number of pages: 24 Posted: 12 Feb 2009
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 731
37.

Selecting Directors Using Machine Learning

Fisher College of Business Working Paper No. 2018-03-005, Charles A. Dice Center Working Paper No. 2018-05
Number of pages: 55 Posted: 21 Mar 2018 Last Revised: 06 Oct 2018
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 725
38.

Genetic Algorithms: A Tool for Optimization in Econometrics - Basic Concept and an Example for Empirical Applications

ZEW Discussion Paper No. 02-41
Number of pages: 24 Posted: 12 Oct 2002
Working Paper Series
Centre for European Economic Research (ZEW) and ZEW – Leibniz Centre for European Economic Research
Downloads 667
39.

Long Agricultural Futures Prices: Arch, Long Memory, or Chaos Processes

University of Illinois OFOR Working Paper No. 98-03
Number of pages: 56 Posted: 21 Sep 1998
Working Paper Series
Rabobank International, Hong Kong and University of Illinois @ Urbana-Champaign
Downloads 652
40.

Macroeconomic Indicator Forecasting with Deep Neural Networks

Federal Reserve Bank of Kansas City Working Paper No. 17-11
Number of pages: 39 Posted: 03 Oct 2017
Working Paper Series
Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Downloads 636
41.

Effective Return, Risk Aversion and Drawdowns

Olsen & Associates Working Paper No. 321
Number of pages: 24 Posted: 20 Jul 1999
Working Paper Series
DEAR-Consulting, Simon Fraser University, Olsen & Associates and Pictet Asset Management
Downloads 606
42.

Predicting Currency Crisis Contagion from East Asia to Russia and Brazil: An Artificial Neural Network Approach

Number of pages: 35 Posted: 26 Apr 2004
Working Paper Series
Hebrew University of Jerusalem - Department of Economics and Université Paris-XII - Laboratoire de Systèmes Aléatoires
Downloads 597
43.

Applications of Neural Network Radial Basis Function in Economics and Financial Time Series

Number of pages: 20 Posted: 28 Aug 2010
Working Paper Series
Manchester Metropolitan University, Business School, Department of Economics
Downloads 586
44.

Robust Modelling of the Impacts of Climate Change on the Habitat Suitability of Forest Tree Species

de Rigo, D., Caudullo, G., San-Miguel-Ayanz, J, Barredo, J.I., 2017. Robust modelling of the impacts of climate change on the habitat suitability of forest tree species. Publication Office of the European Union, 58 pp. ISBN:978-92-79-66704-6 , doi/10.2760/296501
Number of pages: 58 Posted: 05 May 2017
Accepted Paper Series
European Commission, Joint Research Centre (JRC), European Commission Joint Research Center - Bio-Economy Unit, European Commission Joint Research Center - Disaster Risk Management Unit and European Commission Joint Research Center - Bio-Economy Unit
Downloads 562
45.

Deep Learning for Global Tactical Asset Allocation

Number of pages: 17 Posted: 11 Nov 2018 Last Revised: 03 Mar 2019
Working Paper Series
Qplum, Qplum and OPTrust
Downloads 561
46.

Bond Risk Premia with Machine Learning

Number of pages: 82 Posted: 26 Aug 2018 Last Revised: 28 Feb 2019
Working Paper Series
University of Warwick - Finance Group, University of Warwick - Warwick Business School and London School of Economics & Political Science (LSE)
Downloads 560
47.

Machine Learning in FX Carry Basket Prediction

Number of pages: 1 Posted: 22 Dec 2008
Working Paper Series
University College London
Downloads 559
48.

OSMnx: New Methods for Acquiring, Constructing, Analyzing, and Visualizing Complex Street Networks

Number of pages: 25 Posted: 13 Nov 2016 Last Revised: 09 Jul 2017
Working Paper Series
Northeastern University - School of Public Policy and Urban Affairs
Downloads 554
49.

Hedge Fund Investment Through Piecewise Linear Regression and Optimization

Number of pages: 15 Posted: 27 Mar 2007
Working Paper Series
Purdue University - Krannert School of Management and Purdue University
Downloads 547
50.

Financial Crises and Bank Failures: A Review of Prediction Methods

Bank of Finland Research Discussion Paper No. 35/2009
Number of pages: 37 Posted: 06 Dec 2009
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Fordham University - Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 544