Search Results
JEL Code: C55

79,364 Total downloads

Viewing: 1 - 50 of 494 papers

1.

Should We Treat Data as Labor? Moving Beyond 'Free'

American Economic Association Papers & Proceedings, Vol. 1, No. 1, Forthcoming
Number of pages: 5 Posted: 29 Dec 2017
Accepted Paper Series
Stanford University, Columbia University, Stanford University, Microsoft Corporation and Microsoft
Downloads 5,948
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 4,989
3.

Artificial Intelligence in Human Resources Management: Challenges and a Path Forward

Number of pages: 34 Posted: 01 Nov 2018 Last Revised: 15 Apr 2019
Working Paper Series
University of Pennsylvania Wharton School - Center for Human Resources, Wharton School, U. Pennsylvania and ESSEC Business School
Downloads 4,370
4.

Deep Learning in Asset Pricing

Number of pages: 64 Posted: 04 Apr 2019 Last Revised: 03 Jun 2020
Working Paper Series
Stanford University - Institute for Computational and Mathematical Engineering, Stanford University - Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 2,045
5.

The Flash Crash: A New Deconstruction

Number of pages: 53 Posted: 26 Jan 2016 Last Revised: 10 May 2017
Working Paper Series
University of California, Santa Cruz, Stanford University Law School and Yale University
Downloads 2,038
6.

Generalizable and Robust TV Advertising Effects

Number of pages: 60 Posted: 20 Jan 2020 Last Revised: 22 Mar 2020
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Northwestern - Kellogg
Downloads 2,004
7.

Instrumented Principal Component Analysis

Number of pages: 33 Posted: 09 Jun 2017 Last Revised: 11 Jun 2017
Working Paper Series
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 1,902
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 1,460
9.

Forecasting Risk with Markov-Switching GARCH Models: A Large-Scale Performance Study

International Journal of Forecasting, Vol 34, Issue 4, pp. 733-747, 2018
Number of pages: 36 Posted: 16 Feb 2017 Last Revised: 28 Mar 2019
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Decision Sciences, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads 1,319
10.

Sustainable Smart Home and Home Automation: Big Data Analytics Approach

International Journal of Smart Home, Vol. 10(8), p. 177-187, 2016
Number of pages: 16 Posted: 07 Sep 2016
Accepted Paper Series
Hong Kong Shue Yan University, Hong Kong Shue Yan University, Hong Kong Shue Yan University and Hong Kong Shue Yan University
Downloads 1,121
11.

Machine Learning with Statistical Imputation for Predicting Drug Approvals

Number of pages: 60 Posted: 25 May 2017 Last Revised: 21 May 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Downloads 1,104
12.

Principal Component Analysis of High Frequency Data

Chicago Booth Research Paper No. 15-39
Number of pages: 64 Posted: 19 Aug 2015 Last Revised: 22 Aug 2017
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,100
13.

Personalized Pricing and Customer Welfare

Number of pages: 49 Posted: 26 Jun 2017 Last Revised: 21 Feb 2020
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 876
14.

The Perils of Private Provision of Public Goods

Number of pages: 45 Posted: 02 Mar 2020 Last Revised: 06 Apr 2020
Working Paper Series
University of Texas at Dallas, Boston College and Boston College - Carroll School of Management
Downloads 805
15.

VIX Index Strategies: Shorting Volatility As a Portfolio Enhancing Strategy

Number of pages: 49 Posted: 25 Jan 2018
Working Paper Series
Banca IMI, University of Pavia - Department of Economics and Business Sciences and University of Pavia - Department of Economics and Management
Downloads 723
16.

Sparse Signals in the Cross-Section of Returns

Number of pages: 50 Posted: 16 May 2015 Last Revised: 17 Feb 2017
Working Paper Series
University of Illinois at Urbana-Champaign - College of Business, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign

Multiple version iconThere are 2 versions of this paper

Downloads 702
17.

A Heuristic for Approximating Extreme Negative Price Returns in Financial Markets

133 Acta Physica Polonica A 1408 (2018)
Number of pages: 21 Posted: 30 Jan 2017 Last Revised: 04 Aug 2018
Accepted Paper Series
Texas A&M University School of Innovation
Downloads 667
18.

Stata, Fast and Slow: Why Running Many Small Regressions in a Large Dataset Takes So Long; and What to Do About It

Number of pages: 19 Posted: 12 Apr 2014
Working Paper Series
University of Auckland - Department of Accounting and Finance
Downloads 667
19.

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 664
20.

Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data

Chicago Booth Research Paper No. 15-43
Number of pages: 43 Posted: 07 Oct 2015 Last Revised: 11 Oct 2016
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 628
21.

The Effect of Information Disclosure on Industry Payments to Physicians

Number of pages: 55 Posted: 06 Nov 2017 Last Revised: 27 Apr 2020
Working Paper Series
Duke University, Fuqua School of Business, The Stephen M. Ross School of Business at the University of Michigan and University of Michigan, Stephen M. Ross School of Business
Downloads 623
22.

An Ensemble of LSTM Neural Networks for High-Frequency Stock Market Classification

Number of pages: 27 Posted: 16 Jul 2018 Last Revised: 15 Feb 2019
Working Paper Series
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration and VU University Amsterdam
Downloads 611
23.

A Brief Assessment of Supreme Court Opinion Language, 1946-2013

86 Mississippi Law Journal 105 (2017)
Number of pages: 57 Posted: 08 Mar 2015 Last Revised: 29 Mar 2017
Accepted Paper Series
University of Southern California, Political Science
Downloads 601
24.

Textual Factors: A Scalable, Interpretable, and Data-driven Approach to Analyzing Unstructured Information

Number of pages: 65 Posted: 04 Jan 2019 Last Revised: 04 Nov 2019
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 589
25.

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 - Management Science & Engineering
Downloads 573
26.

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

Number of pages: 74 Posted: 31 Jan 2018 Last Revised: 28 Oct 2019
Working Paper Series
University of Southern California and University of Southern California
Downloads 568
27.

Forecasting Realised Volatility of Micex Index

Number of pages: 66 Posted: 12 Nov 2014
Working Paper Series
City University London
Downloads 514
28.

What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?

Journal of Business and Economic Statistics (Forthcoming)
Number of pages: 58 Posted: 17 Mar 2013 Last Revised: 03 Feb 2016
Accepted Paper Series
Princeton University - Bendheim Center for Finance, Claremont Colleges - Peter F. Drucker Graduate School of Management and Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Downloads 514
29.

Credit Risk Analysis Using Machine and Deep Learning Models

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 08/WP/2018
Number of pages: 32 Posted: 17 Apr 2018
Working Paper Series
Labex ReFi, Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne
Downloads 507
30.

Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives

Number of pages: 37 Posted: 21 Nov 2018 Last Revised: 16 Dec 2018
Working Paper Series
University of Reims Champagne-Ardenne and Birkbeck, University of London
Downloads 489
31.

Health Privacy and Confidentiality

Health Privacy and Confidentiality, Chapter 23, in Tensions and Traumas in Health Law, I Freckelton and & K Petersen (Eds) (2017) Sydney: Federation Press, Forthcoming
Number of pages: 17 Posted: 14 Apr 2017
Accepted Paper Series
Deakin University, Geelong, Australia - Deakin Law School and Deakin University, Geelong, Australia - Deakin Law School

Multiple version iconThere are 2 versions of this paper

Downloads 484
32.

A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data

Chicago Booth Research Paper No. 16-06
Number of pages: 55 Posted: 07 Mar 2016 Last Revised: 21 Feb 2017
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 470
33.

ICT Adoption by Micro and Small Scale Enterprises in Nigeria: A Case Study of the Federal Capital Territory, Abuja

Number of pages: 25 Posted: 13 Apr 2017 Last Revised: 01 May 2017
Working Paper Series
Covenant University and Covenant University
Downloads 438
34.

Community Detection in Partial Correlation Network Models

Number of pages: 51 Posted: 07 May 2016 Last Revised: 19 May 2018
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Aarhus BSS and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 434
35.

Big Data's Dirty Secret

Number of pages: 26 Posted: 11 Jul 2018
Working Paper Series
Bloomberg L.P. and Bloomberg LP
Downloads 430
36.

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 429
37.

Forest Through the Trees: Building Cross-Sections of Stock Returns

Number of pages: 72 Posted: 19 Dec 2019 Last Revised: 21 May 2020
Working Paper Series
London Business School - Department of Finance, Stanford University - Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 427
38.

Business Cycle Clustering and Asset Returns

Number of pages: 18 Posted: 28 Aug 2018
Working Paper Series
Independent and Swiss Institute of Banking and Finance
Downloads 420
39.

Dissection of Bitcoin's Multiscale Bubble History

Swiss Finance Institute Research Paper No. 18-30
Number of pages: 38 Posted: 18 Apr 2018 Last Revised: 30 Apr 2018
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH-Zürich - Department of Management Technology and Economics (D-MTEC) and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 414
40.

Fintech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk

IMF Working Paper No. 19/109
Number of pages: 35 Posted: 06 Nov 2019
Working Paper Series
IMF
Downloads 393
41.

Stock Returns and the Cross-Section of Characteristics: A Tree-Based Approach

Number of pages: 17 Posted: 18 May 2018
Working Paper Series
EMLYON Business School and Université de Savoie - Finance and Banking
Downloads 385
42.

The Place for Neuroscience in Criminal Law

PHILOSOPHICAL FOUNDATIONS OF LAW AND NEUROSCIENCE. New York: Oxford University Press 69-83 (Dennis Patterson & Michael Pardo, eds. 2016)
Number of pages: 16 Posted: 18 Jul 2016 Last Revised: 18 Aug 2016
Accepted Paper Series
Fordham University School of Law
Downloads 381
43.

A Network Approach to Portfolio Selection

Number of pages: 62 Posted: 29 Apr 2014 Last Revised: 06 Apr 2016
Working Paper Series
CNMV and Stockholm University
Downloads 378
44.

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 369
45.

Models of Financial Stability and Their Application in Stress Tests

Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes)
Number of pages: 66 Posted: 22 Aug 2017 Last Revised: 29 Apr 2018
Accepted Paper Series
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, MIT Sloan School of Management and University of Oxford, Faculty of Law
Downloads 365
46.

Identifying and Pricing Adverse Selection Risk with VPIN

Number of pages: 36 Posted: 29 Apr 2015 Last Revised: 20 Jan 2020
Working Paper Series
University of Miami - Department of Finance and Bowling Green State University - Department of Finance
Downloads 364
47.

Forecasting Stock Returns with Large Dimensional Factor Models

Number of pages: 46 Posted: 26 Apr 2017 Last Revised: 02 Apr 2018
Working Paper Series
University of Rome Tor Vergata, King's College London and Department of Economics, Lancaster University Management School
Downloads 361
48.

International Accounting Databases on WRDS: Comparative Analysis

Number of pages: 42 Posted: 23 Mar 2017
Working Paper Series
Wharton Research Data Services (WRDS)
Downloads 353
49.

Inference in Group Factor Models with an Application to Mixed Frequency Data

Swiss Finance Institute Research Paper No. 16-11
Number of pages: 48 Posted: 13 Feb 2016 Last Revised: 02 Feb 2019
Working Paper Series
University of Cyprus - Department of Economics, University of Lugano, University of North Carolina Kenan-Flagler Business School and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 336
50.

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 - Management Science & Engineering
Downloads 336