Search Results
JEL Code: C55

216,402 Total downloads

Viewing: 1 - 50 of 833 papers

1.

Dealing with Logs and Zeros in Regression Models

CREST - Série des Documents de Travail n° 2019-13
Number of pages: 71 Posted: 05 Sep 2019 Last Revised: 05 Apr 2022
Working Paper Series
CREST (Center for Research in Economics and Statistics) - ENSAE (National School for Statistics and Economic Administration), HEC MontrealCREST - ENSAE and CREST - Institut Polytechnique de Paris
Downloads 11,829
2.

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 Research
Downloads 7,259
3.

TV Advertising Effectiveness and Profitability: Generalizable Results from 288 Brands

Number of pages: 46 Posted: 20 Jan 2020 Last Revised: 17 Apr 2021
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Northwestern - Kellogg

Multiple version iconThere are 2 versions of this paper

Downloads 7,246
4.

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 6,871
5.

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

Number of pages: 34 Posted: 01 Nov 2018 Last Revised: 06 May 2022
Working Paper Series
University of Pennsylvania Wharton School - Center for Human Resources, Wharton School, U. Pennsylvania and University of PennsylvaniaESSEC Business School
Downloads 6,579
6.

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
7.

Political Beliefs affect Compliance with Government Mandates

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 43 Posted: 06 Apr 2020 Last Revised: 17 Mar 2021
Accepted Paper Series
Saint Louis University - Department of Finance and University of Kentucky - Gatton College of Business and Economics
Downloads 5,120
8.

Instrumented Principal Component Analysis

Number of pages: 71 Posted: 09 Jun 2017 Last Revised: 28 Dec 2020
Working Paper Series
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 4,813
9.

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
10.

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

Number of pages: 59 Posted: 19 Dec 2019 Last Revised: 20 Sep 2021
Working Paper Series
London Business School - Department of Finance, Stanford University - Department of Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 2,843
11.

Expected Stock Returns and Firm Characteristics: E-LASSO, Assessment, and Implications

Number of pages: 68 Posted: 13 Jun 2018 Last Revised: 11 Sep 2021
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, University of South Carolina - Darla Moore School of Business, Research Department, Federal Reserve Bank of Atlanta and Washington University in St. Louis - John M. Olin Business School
Downloads 2,348
12.

Deep Learning Statistical Arbitrage

Number of pages: 66 Posted: 08 Jun 2021 Last Revised: 07 Jul 2022
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 2,346
13.

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 2,262
14.

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
15.

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 1,946
16.

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 Management and University of Pavia - Department of Economics and Management
Downloads 1,903
17.

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 UniversityHong Kong Shue Yan University, Hong Kong Shue Yan University, Hong Kong Shue Yan University and Hong Kong Shue Yan University
Downloads 1,851
18.

Personalized Pricing and Consumer Welfare

Number of pages: 62 Posted: 26 Jun 2017 Last Revised: 24 Jun 2021
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 1,848
19.

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: 15 Posted: 16 Feb 2017 Last Revised: 06 Jun 2021
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads 1,731
20.

Machine-Learning in the Chinese Stock Market

Number of pages: 88 Posted: 18 Feb 2021 Last Revised: 12 Jul 2021
Working Paper Series
University of Zurich, University of Zurich - Department of Banking and Finance and affiliation not provided to SSRN
Downloads 1,663
21.

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
22.

The Value of Descriptive Analytics: Evidence from Online Retailers

Harvard Business School Marketing Unit Working Paper No. 21-067, The Wharton School Research Paper
Number of pages: 56 Posted: 10 Dec 2020 Last Revised: 08 Dec 2021
Working Paper Series
University of Pennsylvania - The Wharton School and Harvard Business School - Marketing Unit
Downloads 1,462
23.

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 1,386
24.

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) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)
Downloads 1,305
25.

The Bloomberg Corporate Default Risk Model (DRSK) for Public Firms

Number of pages: 33 Posted: 28 Aug 2021
Working Paper Series
Bloomberg L.P., Validationquant LLC, Bloomberg L.P., Bloomberg L.P., Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and Two Sigma
Downloads 1,247
26.

Machine Learning Explainability in Finance: An Application to Default Risk Analysis

Bank of England Working Paper No. 816, August 2019
Number of pages: 44 Posted: 10 Aug 2019 Last Revised: 12 Aug 2019
Working Paper Series
Bank of England, Carnegie Mellon University - School of Computer Science, Bank of England and Carnegie Mellon University
Downloads 1,225
27.

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
28.

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 1,138
29.

International Accounting Databases on WRDS: Comparative Analysis

Number of pages: 42 Posted: 23 Mar 2017
Working Paper Series
Wharton Research Data Services (WRDS)
Downloads 1,102
30.

Measuring and Improving Stakeholder Welfare is Easier Said Than Done

Number of pages: 54 Posted: 02 Mar 2020 Last Revised: 05 Jan 2022
Working Paper Series
University of Texas at Dallas, University of Washington - Department of Finance and Business Economics and Boston College - Carroll School of Management
Downloads 1,092
31.

How Much Can Machines Learn Finance From Chinese Text Data?

Number of pages: 57 Posted: 04 Mar 2021
Working Paper Series
Princeton University - Bendheim Center for Finance, Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Institute for Big Data, Fudan University
Downloads 1,089
32.

The Macroeconomy as a Random Forest

Number of pages: 75 Posted: 15 Jul 2020 Last Revised: 24 May 2021
Working Paper Series
Université du Québec à Montréal - Département des Sciences Économiques
Downloads 1,083
33.

Intraday Market Predictability: A Machine Learning Approach

Number of pages: 56 Posted: 13 Jan 2021 Last Revised: 10 Mar 2021
Accepted Paper Series
University of Western Ontario - Department of Economics, University of Western Ontario, Department of Economics and Department of Economics, University of Western Ontario
Downloads 1,003
34.

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 984
35.

The Effect of Information Disclosure on Industry Payments to Physicians

Number of pages: 58 Posted: 06 Nov 2017 Last Revised: 25 Sep 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 932
36.

Stripping the Discount Curve - a Robust Machine Learning Approach

Swiss Finance Institute Research Paper No. 22-24
Number of pages: 74 Posted: 15 Mar 2022 Last Revised: 05 Aug 2022
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, Stanford University - Department of Management Science & Engineering and Stanford University
Downloads 918
37.

Divide and Conquer: Financial Ratios and Industry Returns Predictability

Number of pages: 70 Posted: 08 Mar 2018 Last Revised: 10 May 2021
Working Paper Series
School of Economics and Finance, Queen Mary University of London and Temple University, Fox School of Business
Downloads 901
38.

eXtensible Business Reporting Language (XBRL): A Review and Implications for Future Research

Forthcoming in Auditing: A Journal of Practice and Theory
Number of pages: 58 Posted: 04 Jun 2020 Last Revised: 10 Mar 2021
Accepted Paper Series
Bentley University - Department of Accountancy, Northeastern University - Accounting Group and Northern Arizona University
Downloads 871
39.

Sparse Macro Factors

Number of pages: 53 Posted: 25 Oct 2018 Last Revised: 01 Feb 2021
Working Paper Series
Research Department, Federal Reserve Bank of Atlanta and Washington University in St. Louis - John M. Olin Business School
Downloads 848
40.

Machine Learning for Realised Volatility Forecasting

Number of pages: 54 Posted: 12 Oct 2020 Last Revised: 10 Nov 2021
Working Paper Series
University of Manchester - Alliance Manchester Business School and Alliance Manchester Business School, University of Manchester
Downloads 832
41.

Alternative Data for FinTech and Business Intelligence

Number of pages: 32 Posted: 11 Feb 2020
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Carnegie Mellon University - H. John Heinz III School of Public Policy and Management and University of Illinois Urbana Champaign
Downloads 831
42.

Mixed-Frequency Machine Learning: Nowcasting and Backcasting Weekly Initial Claims with Daily Internet Search-Volume Data

International Journal of Forecasting, Forthcoming
Number of pages: 54 Posted: 13 Sep 2020 Last Revised: 13 Jun 2022
Working Paper Series
Aarhus University, CREATES, DFI, Research Department, Federal Reserve Bank of Atlanta and Aarhus UniversityAarhus University - CREATES
Downloads 819
43.

Missing Financial Data

Number of pages: 80 Posted: 13 May 2022
Working Paper Series
London Business School - Department of Finance, Stanford University - Institute for Computational and Mathematical Engineering, University of California - Haas School of Business and Stanford University - Department of Management Science & Engineering
Downloads 803
44.

Persuading Investors: A Video-Based Study

Number of pages: 109 Posted: 04 Jun 2020 Last Revised: 13 Jul 2021
Working Paper Series
Yale School of Management and Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 799
45.

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 787
46.

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 787
47.

Sparse Signals in the Cross-Section of Returns

Number of pages: 50 Posted: 16 May 2015 Last Revised: 17 Feb 2017
Working Paper Series
City University of NY, Baruch College, Zicklin School 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 783
48.

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 Business School
Downloads 773
49.

Predicting VIX with Adaptive Machine Learning

Number of pages: 77 Posted: 16 Jun 2021 Last Revised: 07 Feb 2022
Working Paper Series
IEEE and University of Liverpool Management School
Downloads 768
50.

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 758