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
19,457
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
7,136
3.
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 Merrill Lynch
Downloads
5,859
4.
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
5,513
5.
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
4,509
6.
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 and Alan Turing Institute - Alan Turing Institute
Downloads
3,431
7.
Machine Learning in Asset Management
Number of pages: 53
Posted: 18 Jul 2019
Last Revised: 09 Aug 2019
Working Paper Series
FirmAI, UoA, NYU FRE
Downloads
1,992
8.
Sustainable and Unchallenged Algorithmic Tacit Collusion
University of Tennessee Legal Studies Research Paper No. 366, Oxford Legal Studies Research Paper No. 16/2019
Number of pages: 39
Posted: 06 Dec 2018
Last Revised: 13 Mar 2019
Working Paper Series
University of Oxford - Faculty of Law and University of Tennessee College of Law
Downloads
1,405
9.
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, University of Chicago, 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
1,327
Discrimination in the Age of Algorithms
NBER Working Paper No. w25548
Number of pages: 46
Posted: 12 Feb 2019
Downloads
21
Downloads
1,327
10.
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
1,193
11.
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 and Alan Turing Institute - Alan Turing Institute
Downloads
1,012
12.
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
678
13.
Genetic Algorithm Estimation of Interest Rate Term Structure
Banco de Espana Research Paper No. WP-0634
Number of pages: 35
Posted: 13 Dec 2006
Working Paper Series
Banco de España and University of Castilla-La Mancha
Downloads
612
14.
An Empirical Study of Multi-Objective Algorithms for Stock Ranking
Genetic Programming Theory and Practice, 2007
Number of pages: 16
Posted: 26 Jun 2007
Accepted Paper Series
State Street Corporate - State Street Global Advisors, Massachusetts Institute of Technology (MIT) and State Street Global Advisors
Downloads
598
15.
A Cheat Sheet for Algorithmic Trading of Investment Portfolios
Number of pages: 18
Posted: 23 Aug 2013
Working Paper Series
Belvedere Advisors LLC
Downloads
524
16.
An Adaptive Approach to 'Stock Portfolio Optimizations with Genetic Algorithms'
Number of pages: 18
Posted: 02 Dec 2005
Working Paper Series
Ankara University - Social Science Institute and Ankara University - Faculty of Political Science
Downloads
519
17.
A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure
Forthcoming in Management Science
Number of pages: 44
Posted: 29 Nov 2013
Last Revised: 21 Feb 2017
Accepted Paper Series
University of Toronto at Mississauga - Department of Management, Boston University and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads
478
18.
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
VU University Amsterdam - Faculty of Law
Downloads
460
19.
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
429
20.
Channel Auctions
Number of pages: 15
Posted: 31 Aug 2018
Working Paper Series
University of Pennsylvania - The Wharton School, Microsoft Corporation - Microsoft Research, New York City and Microsoft Research New York City
Downloads
393
21.
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
370
22.
A 'Pencil Sharpening' Algorithm for Two Player Stochastic Games with Perfect Monitoring
Princeton University William S. Dietrich II Economic Theory Center Research Paper No. 078_2016
Number of pages: 79
Posted: 24 Feb 2016
Working Paper Series
Princeton University - Department of Economics, Princeton University - Department of Economics and Princeton University
Downloads
350
23.
Algorithms As Cartel Infringements – A Bibliography
Number of pages: 12
Posted: 12 Jul 2018
Working Paper Series
University of Muenster and University of Muenster
Downloads
341
24.
Binary Governance: Lessons from the GDPR's Approach to Algorithmic Accountability
Southern California Law Review, Vol. 92, No. 6, 2019, U of Colorado Law Legal Studies Research Paper No. 19-9
Number of pages: 77
Posted: 03 Apr 2019
Last Revised: 09 Apr 2019
Working Paper Series
University of Colorado Law School
Downloads
330
25.
Neural Network Embedding of the Over-Dispersed Poisson Reserving Model
Number of pages: 30
Posted: 14 Dec 2018
Working Paper Series
RiskLab, ETH Zurich, AIG South Africa and RiskLab, ETH Zurich
Downloads
323
26.
Against the Dehumanisation of Decision-Making – Algorithmic Decisions at the Crossroads of Intellectual Property, Data Protection, and Freedom of Information
9 (2018) JIPITEC 3 para 1
Number of pages: 32
Posted: 17 Jun 2018
Accepted Paper Series
Northumbria University
Downloads
303
27.
Leveraging Scalable Data Fusion to Enhance Customer Base Predictions
Number of pages: 54
Posted: 11 Apr 2019
Last Revised: 24 Jul 2019
Working Paper Series
Emory University - Department of Marketing and Columbia Business School
Downloads
303
28.
When Is an Algorithm Transparent?: Predictive Analytics, Privacy, and Public Policy
IEEE: Security & Privacy, May/June 2018
Number of pages: 9
Posted: 12 Oct 2017
Last Revised: 21 Sep 2018
Accepted Paper Series
University of Illinois at Chicago and Chicago-Kent College of Law
Downloads
303
29.
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
298
30.
A Lucas Critique to the Difficulty Adjustment Algorithm of the Bitcoin System
Number of pages: 46
Posted: 04 Jul 2019
Working Paper Series
Vancouver School of Economics, University of British Columbia, University of Tokyo, Graduate School of Economics, Students and BUIDL, Ltd.
Downloads
289
31.
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
284
32.
Dynamic Programming Approaches for the Traveling Salesman Problem with Drone
Number of pages: 24
Posted: 13 Sep 2017
Last Revised: 06 Jun 2018
Working Paper Series
Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus Research Institute of Management (ERIM)
Downloads
277
33.
Portfolio Allocation with Skewness Risk: A Practical Guide
Number of pages: 33
Posted: 15 Jul 2018
Last Revised: 08 Feb 2019
Working Paper Series
Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads
249
34.
Collusion by Algorithm: Does Better Demand Prediction Facilitate Coordination Between Sellers?
Number of pages: 18
Posted: 29 Oct 2018
Working Paper Series
University of Rochester - Simon Business School and Massachusetts Institute of Technology (MIT) - Management Science (MS)
Downloads
235
35.
Can Big Data Defeat Traditional Credit Rating?
Number of pages: 51
Posted: 11 Jan 2019
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, BaiRong Financial Information Service Co., Ltd, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads
232
36.
'Algorithmic Trading and Its Implications on Capital Markets'
2nd International Conference on Business Analytics & Intelligence (ICBAI) held at the Indian Institute of Science, Bangalore (India).
Number of pages: 14
Posted: 15 Dec 2016
Accepted Paper Series
IBM
Downloads
217
37.
Crashworthy Code
94 Washington Law Review 39, Ohio State Public Law Working Paper No. 465
Number of pages: 79
Posted: 06 Nov 2018
Last Revised: 31 Mar 2019
Accepted Paper Series
Ohio State University (OSU) - Michael E. Moritz College of Law
Downloads
200
38.
A Quantum Algorithm for Trading Strategies with Position Limits
Number of pages: 30
Posted: 14 Jun 2019
Working Paper Series
Independent
Downloads
184
39.
A Modelling of Bitcoin Price Dynamics by the Artificial Market Algorithm
Number of pages: 15
Posted: 20 Nov 2017
Working Paper Series
Shinsei Bank, Ltd
Downloads
183
40.
Computing Moment Inequality Models Using Constrained Optimization
USC-INET Research Paper No. 17-21
Number of pages: 22
Posted: 21 Jun 2017
Last Revised: 01 Aug 2017
Working Paper Series
University of Southern California - Department of Economics, University of Southern California - Department of Economics and California Institute of Technology
Downloads
182
41.
Did the Introduction of Bitcoin Futures Crash the Bitcoin Market at the End of 2017?
Number of pages: 23
Posted: 10 Jan 2019
Last Revised: 04 Mar 2019
Working Paper Series
Ministry of Finance - Japan and Ministry of Finance - Japan - Policy Research Institute
Downloads
179
42.
Computing MVA via Regression and Principal Component Analysis
Number of pages: 19
Posted: 18 Jul 2017
Last Revised: 18 Dec 2017
Working Paper Series
d-fine GmbH
Downloads
175
43.
Imputation of Multivariate Time Series Data - Performance Benchmarks for Multiple Imputation and Spectral Techniques
Number of pages: 18
Posted: 06 Jul 2017
Working Paper Series
IHS Markit, IHS Markit and Deloitte Financial Advisory Services
Downloads
175
44.
Prior-Independent Optimal Auctions
Columbia Business School Research Paper No. 18-24
Number of pages: 69
Posted: 23 Feb 2018
Last Revised: 28 Jul 2019
Working Paper Series
Columbia University - Columbia Business School and Columbia Business School - Decision Risk and Operations
Downloads
173
45.
Access to Algorithms
Fordham Law Review, Forthcoming
Number of pages: 52
Posted: 11 Apr 2019
Accepted Paper Series
Drexel University Thomas R. Kline School of Law
Downloads
172
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
158
47.
What Is (in) Good Data?
Good Data, Amsterdam: Institute of Network Cultures Theory on Demand Series, 2019 (Forthcoming).
Number of pages: 18
Posted: 27 Dec 2018
Accepted Paper Series
Queensland University of Technology - Faculty of Law, School of Information Technology and Electrical Engineering, University of Queensland and The Chinese University of Hong Kong (CUHK) - Faculty of Law
Downloads
151
48.
A Data-Driven Approach to Personalized Bundle Pricing and Recommendation
Manufacturing & Service Operations Management (M&SOM Journal), Forthcoming
Number of pages: 41
Posted: 14 Sep 2018
Accepted Paper Series
IBM Research, IBM Research, Massachusetts Institute of Technology (MIT), Operations Research Center and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
150
49.
Smart Contracts in Insurance. A Law and Futurology Perspective
Number of pages: 44
Posted: 30 Jan 2019
Last Revised: 10 Feb 2019
Working Paper Series
Bocconi University - Department of Law
Downloads
149
50.
A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm
University of Massachusetts at Amherst Department of Resource Economics Working Paper No. 2013-1
Number of pages: 43
Posted: 18 Jan 2013
Working Paper Series
University of Massachusetts at Amherst - Department of Resource Economics and Boston University - School of Public Health, Department of Biostatistics
Downloads
138
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