1.
A Simplified Approach to Understanding the Kalman Filter Technique
Number of pages: 24
Posted: 07 May 2005
Last Revised: 17 Apr 2008
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Downloads
20,491
2.
The Alpha Engine: Designing an Automated Trading Algorithm
High Performance Computing in Finance, Chapman & Hall/CRC Series in Mathematical Finance, 2017
Number of pages: 29
Posted: 12 Apr 2017
Last Revised: 03 May 2017
Working Paper Series
Flov technologies, Department of Banking and Finance, UZH and Lykke Corp
Downloads
10,060
3.
Machine Learning in Asset Management
JFDS: https://jfds.pm-research.com/content/2/1/10
Number of pages: 65
Posted: 18 Jul 2019
Last Revised: 23 Jun 2020
Working Paper Series
The Alan Turing Institute
Downloads
8,124
4.
A Closed-Form Solution for Optimal Mean-Reverting Trading Strategies
Number of pages: 32
Posted: 09 Mar 2020
Last Revised: 24 Mar 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial Engineering
Downloads
7,342
5.
p-Hacking and False Discovery in A/B Testing
Number of pages: 46
Posted: 18 Jul 2018
Last Revised: 12 Dec 2018
Working Paper Series
University of Pennsylvania - The Wharton School, OpenDoor, Independent and University of Pennsylvania - Marketing Department
Downloads
6,289
6.
A Simple Approach to the Pricing of Bermudan Swaptions in the Multi-Factor Libor Market Model
Number of pages: 26
Posted: 07 Apr 1999
Working Paper Series
Bank of America
Downloads
6,119
7.
An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization
Algorithms, 6(1), pp.169-196, 2013
Number of pages: 29
Posted: 08 Jan 2013
Last Revised: 02 Jan 2016
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads
6,110
8.
Slave to the Algorithm? Why a 'Right to an Explanation' Is Probably Not the Remedy You Are Looking For
16 Duke Law & Technology Review 18 (2017)
Number of pages: 67
Posted: 24 May 2017
Last Revised: 06 Dec 2017
Accepted Paper Series
University of Newcastle - Law School and University College London, Faculty of Laws
Downloads
5,777
9.
Tactical Investment Algorithms
Number of pages: 11
Posted: 30 Sep 2019
Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
5,434
10.
A Robust Estimator of the Efficient Frontier
Number of pages: 16
Posted: 18 Oct 2019
Last Revised: 04 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
3,811
11.
Machine Learning for Asset Managers (Chapter 1)
Cambridge Elements, 2020
Number of pages: 45
Posted: 27 Apr 2020
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
3,649
12.
Estimation of Theory-Implied Correlation Matrices
Number of pages: 18
Posted: 20 Nov 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
3,481
13.
Ten Applications of Financial Machine Learning
Number of pages: 16
Posted: 22 Apr 2019
Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
3,287
14.
Advances in Financial Machine Learning: Numerai's Tournament (seminar slides)
Number of pages: 40
Posted: 25 Nov 2019
Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
3,251
15.
Codependence (Presentation Slides)
Number of pages: 34
Posted: 15 Jan 2020
Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
3,108
16.
Exit Strategies for COVID-19: An Application of the K-SEIR Model (Presentation Slides)
Number of pages: 52
Posted: 22 Apr 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial Engineering
Downloads
2,952
17.
Advances in Financial Machine Learning: Lecture 10/10 (seminar slides)
Number of pages: 44
Posted: 14 Nov 2019
Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,697
18.
Three Machine Learning Solutions to the Bias-Variance Dilemma (Seminar Slides)
Number of pages: 27
Posted: 28 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,671
19.
Clustered Feature Importance (Presentation Slides)
Number of pages: 35
Posted: 06 Mar 2020
Last Revised: 28 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,628
20.
Interpretable Machine Learning: Shapley Values (Seminar Slides)
Number of pages: 24
Posted: 21 Jul 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,618
21.
Overfitting: Causes and Solutions (Seminar Slides)
Number of pages: 24
Posted: 26 Feb 2020
Last Revised: 02 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,449
22.
Sustainable and Unchallenged Algorithmic Tacit Collusion
University of Tennessee Legal Studies Research Paper No. 366, Oxford Legal Studies Research Paper No. 16/2019, 17 Northwestern Journal of Technology and Intellectual Property 217 (2020)
Number of pages: 47
Posted: 06 Dec 2018
Last Revised: 09 Mar 2020
Accepted Paper Series
University of Oxford - Faculty of Law and University of Tennessee College of Law
Downloads
2,448
23.
Discrimination in the Age of Algorithms
Number of pages: 45
Posted: 07 Feb 2019
Last Revised: 12 Feb 2019
Working Paper Series
Cornell University - Department of Computer Science, Georgetown University - Public Policy Institute (GPPI), Harvard University - Department of Economics and Harvard Law School
There are 2 versions of this paper
Discrimination in the Age of Algorithms
Number of pages: 45
Posted: 07 Feb 2019
Last Revised: 12 Feb 2019
Downloads
2,394
Discrimination in the Age of Algorithms
NBER Working Paper No. w25548
Number of pages: 46
Posted: 12 Feb 2019
Last Revised: 23 Apr 2021
Downloads
36
Downloads
2,394
24.
Computational Antitrust: An Introduction and Research Agenda
Stanford Computational Antitrust (Vol. 1) 2021
Number of pages: 15
Posted: 19 Jan 2021
Accepted Paper Series
Stanford University's Codex Center
Downloads
2,269
25.
Towards Algorithm Auditing: A Survey on Managing Legal, Ethical and Technological Risks of AI, ML and Associated Algorithms
Number of pages: 31
Posted: 15 Feb 2021
Working Paper Series
Department of Computer Science, University College London, University College London, University College London, Cisco Systems, University of Edinburgh - School of Mathematics, Unilever - Unilever PLC London, Centre for Data Ethics and Innovation, University College London, University of Alberta, Royal Institution of Chartered Surveyors, Ainstein AI, Technical University Munich, University College London, University College of London, University College London, University of London - Department of Psychology, University of Warwick, London Stock Exchange, ValidateAI and University College London
Downloads
1,633
26.
Enslaving the Algorithm: From a ‘Right to an Explanation’ to a ‘Right to Better Decisions’?
IEEE Security & Privacy (2018) 16(3), pp. 46-54, DOI: 10.1109/MSP.2018.2701152
Number of pages: 14
Posted: 16 Oct 2017
Last Revised: 15 Jul 2018
Accepted Paper Series
University of Newcastle - Law School and University College London, Faculty of Laws
Downloads
1,586
27.
Bermuda Triangle – Licensing, Filtering and Privileging User-Generated Content Under the New Directive on Copyright in the Digital Single Market
Number of pages: 18
Posted: 22 Apr 2019
Working Paper Series
Institute for Information Law (IViR), University of Amsterdam
Downloads
1,492
28.
Smart Student Attendance System Using QR Code
2nd International Conference on Advances in Science & Technology (ICAST) 2019 on 8th, 9th April 2019 by K J Somaiya Institute of Engineering & Information Technology, Mumbai, India
Number of pages: 4
Posted: 24 Apr 2019
Working Paper Series
University of Mumbai - University of Mumbai, K. J. Somaiya College of Engineering (K.J.S.C.E.), Department of Computer Engineering, Students, University of Mumbai, K. J. Somaiya College of Engineering (K.J.S.C.E.), Department of Computer Engineering, Students, University of Mumbai, K. J. Somaiya College of Engineering (K.J.S.C.E.), Department of Computer Engineering, Students and University of Mumbai - Department of Computer Engineering
Downloads
1,434
29.
Head and Shoulders: Not Just a Flaky Pattern
FRB of New York Staff Report No. 4
Number of pages: 67
Posted: 22 Jun 2007
Working Paper Series
Brandeis University - International Business School and Credit Suisse AG - London Headquarters
Downloads
1,421
30.
MTSS-GAN: Multivariate Time Series Simulation Generative Adversarial Networks
Number of pages: 7
Posted: 26 Jun 2020
Working Paper Series
The Alan Turing Institute
Downloads
1,346
31.
Genetic Algorithm: Review and Application
Number of pages: 4
Posted: 03 Mar 2020
Working Paper Series
IISE, Azad Institute of Engineering and Technology, International Institute for Special Education and International Institute for Special Education
Downloads
1,261
32.
Scalable Data Fusion with Selection Correction: An Application to Customer Base Analysis
Forthcoming at Marketing Science
Number of pages: 75
Posted: 11 Apr 2019
Last Revised: 08 Jun 2020
Working Paper Series
Emory University - Department of Marketing and Columbia Business School
Downloads
1,245
33.
Neural Networks with Asymptotics Control
Number of pages: 48
Posted: 09 Mar 2020
Last Revised: 27 Aug 2020
Working Paper Series
Danske Bank - Danske Markets, Numerix and NatWest Markets
Downloads
1,201
34.
Some Precepts of the Digital Economy
Critical Blockchain Research Initiative (CBRI) Working Papers, 2020
Number of pages: 9
Posted: 26 Jan 2020
Last Revised: 25 Mar 2021
Working Paper Series
UNSW Business School
Downloads
1,199
35.
The Ethics of Algorithms: Key Problems and Solutions
Number of pages: 35
Posted: 08 Sep 2020
Last Revised: 21 Jan 2021
Working Paper Series
University of Oxford, Oxford Internet Institute, University of Oxford - Oxford Internet Institute, University of Oxford - Oxford Internet Institute, Oxford Internet Institute, University of Oxford - Oxford Internet Institute, University of Oxford - Oxford Internet Institute and University of Oxford - Oxford Internet Institute
Downloads
1,146
36.
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
1,128
37.
Algorithmic Collusion & Its Implications for Competition Law and Policy
Number of pages: 48
Posted: 14 Aug 2018
Last Revised: 11 Jan 2019
Working Paper Series
National University of Singapore (NUS), Faculty of Law
Downloads
1,063
38.
An Economic Analysis of Difficulty Adjustment Algorithms in Proof-of-Work Blockchain Systems
Number of pages: 54
Posted: 04 Jul 2019
Last Revised: 14 Aug 2020
Working Paper Series
Vancouver School of Economics, University of British Columbia, Department of Economics, Northwestern University and BUIDL, Ltd.
Downloads
1,063
39.
Discrimination-Free Insurance Pricing
Number of pages: 26
Posted: 10 Feb 2020
Working Paper Series
Stockholm University, SA Taxi, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads
1,020
40.
Statistical Foundations of Actuarial Learning and its Applications
Number of pages: 443
Posted: 21 Apr 2021
Last Revised: 20 Jul 2021
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads
1,012
41.
Analysis and Prediction of Diabetes Using Machine Learning
International Journal of Emerging Technology and Innovative Engineering, Volume 5, Issue 4, April 2019
Number of pages: 9
Posted: 23 Apr 2019
Accepted Paper Series
Sri Krishna College of Technology, Students and Sri Krishna College of Technology, Students
Downloads
1,011
42.
Binary Governance: Lessons from the GDPR's Approach to Algorithmic Accountability
Southern California Law Review, Vol. 92, No. 6, 2019 1529, U of Colorado Law Legal Studies Research Paper No. 19-9
Number of pages: 88
Posted: 03 Apr 2019
Last Revised: 11 Nov 2019
Working Paper Series
University of Colorado Law School
Downloads
983
43.
A Crash Course in Good and Bad Controls
Number of pages: 27
Posted: 29 Oct 2020
Last Revised: 24 Jul 2021
Working Paper Series
University of California, Los Angeles (UCLA), Loyola Marymount University and University of California, Los Angeles (UCLA) - Computer Science Department
Downloads
968
44.
Advanced Course in Asset Management (Presentation Slides)
Number of pages: 1520
Posted: 08 Feb 2021
Working Paper Series
Amundi Asset Management
Downloads
946
45.
PCET Calculator ,Education 4.0 Calculator (version 1)
Number of pages: 21
Posted: 20 May 2021
Working Paper Series
PCET Multimedia Education
Downloads
829
46.
How to Argue with an Algorithm: Lessons from the COMPAS ProPublica Debate
Accepted for publication. The Colorado Technology Law Journal. Volume 17 Issue 1 http://ctlj.colorado.edu
Number of pages: 37
Posted: 19 Apr 2019
Accepted Paper Series
NYU Steinhardt
Downloads
821
47.
Test & Roll: Profit-Maximizing A/B Tests
Number of pages: 46
Posted: 01 Nov 2018
Last Revised: 23 May 2019
Working Paper Series
Drexel University - Department of Marketing and University of Pennsylvania - The Wharton School
Downloads
815
48.
Financial Analysis: Stock Market Prediction Using Deep Learning Algorithms
Proceedings of International Conference on Sustainable Computing in Science, Technology and Management (SUSCOM), Amity University Rajasthan, Jaipur - India, February 26-28, 2019
Number of pages: 7
Posted: 14 Jun 2019
Working Paper Series
VIT University, Vellore and VIT, Vellore-632014, India
Downloads
793
49.
Factors Influencing Smartphone Purchase Behavior Among Young Adults in Nigeria
International Journal of Recent Scientific Research, Vol. 7, Issue, 9, pp. 13248-13254, September, 2016
Number of pages: 7
Posted: 16 Feb 2018
Accepted Paper Series
Nnamdi Azikiwe University and Nnamdi Azikiwe University
Downloads
792
50.
Algorithmic Transparency and Decision-Making Accountability: Thoughts for Buying Machine Learning Algorithms
Jake Goldenfein, 'Algorithmic Transparency and Decision-Making Accountability: Thoughts for buying machine learning algorithms' in Office of the Victorian Information Commissioner (ed), Closer to the Machine: Technical, Social, and Legal aspects of AI (2019)
Number of pages: 25
Posted: 09 Sep 2019
Accepted Paper Series
Melbourne Law School - University of Melbourne
Downloads
782
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