Search Results
JEL Code: C45

181,505 Total downloads

Viewing: 1 - 50 of 650 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 9,561
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 5,324
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 5,165
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 4,565
5.

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 4,174
6.

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 3,680
7.

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 3,580
8.

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 3,222
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 3,022
10.

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 2,728
11.

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 2,620
12.

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 2,515
13.

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 2,226
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 1,985
15.

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 1,883
16.

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 1,755
17.

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 1,744
18.

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 1,744
19.

Model Calibration with Neural Networks

Number of pages: 13 Posted: 21 Jul 2016
Working Paper Series
PwC
Downloads 1,729
20.

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 1,724
21.

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 1,715
22.

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 1,538
23.

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 1,485
24.

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 1,483
25.

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 1,469
26.

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 1,357
27.

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 1,278
28.

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 1,268
29.

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 1,252
30.

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 1,246
31.

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 1,208
32.

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 1,190
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 1,177
34.

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 1,103
35.

Market Depth and Order Size

Number of pages: 25 Posted: 16 Apr 1997
Working Paper Series
University of Goettingen (Gottingen) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 1,103
36.

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 1,100
37.

The Network Structure of Supreme Court Jurisprudence

Number of pages: 26 Posted: 14 Jun 2005
Working Paper Series
University of Houston Law Center
Downloads 1,029
38.

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 1,029
39.

Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics

Number of pages: 19 Posted: 29 Mar 2021
Working Paper Series
JP Morgan, affiliation not provided to SSRN, Imperial College London - Department of Mathematics and JP Morgan Chase
Downloads 1,015
40.

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 1,010
41.

From Generalized Linear Models to Neural Networks, and Back

Number of pages: 56 Posted: 09 Dec 2019 Last Revised: 03 Mar 2020
Working Paper Series
RiskLab, ETH Zurich
Downloads 997
42.

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 School of Management
Downloads 980
43.

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 963
44.

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 961
45.

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
Economic Research Forum, Stevens Institute of Technology, School of Business and affiliation not provided to SSRN
Downloads 947
46.

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
Aydin Adnan Menderes University, Nazilli Faculty of Economics and Administrative Sciences
Downloads 924
47.

Discrimination-Free Insurance Pricing

Number of pages: 26 Posted: 10 Feb 2020
Working Paper Series
Stockholm University, QED Actuaries and Consultants, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads 894
48.

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 883
49.

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 868
50.

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 864