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
19,723
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
7,500
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
5,912
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
5,725
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
4,832
6.
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
3,939
7.
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
3,927
8.
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
2,782
9.
Estimation of Theory-Implied Correlation Matrices
Number of pages: 18
Posted: 20 Nov 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
2,017
10.
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
1,784
11.
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
1,717
Discrimination in the Age of Algorithms
NBER Working Paper No. w25548
Number of pages: 46
Posted: 12 Feb 2019
Downloads
22
Downloads
1,717
12.
A Robust Estimator of the Efficient Frontier
Number of pages: 16
Posted: 18 Oct 2019
Last Revised: 06 Dec 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
1,684
13.
Sustainable and Unchallenged Algorithmic Tacit Collusion
University of Tennessee Legal Studies Research Paper No. 366, Oxford Legal Studies Research Paper No. 16/2019, Northwestern Journal of Technology and Intellectual Property, Forthcoming
Number of pages: 39
Posted: 06 Dec 2018
Last Revised: 11 Oct 2019
Accepted Paper Series
University of Oxford - Faculty of Law and University of Tennessee College of Law
Downloads
1,659
14.
Codependence (Presentation Slides)
Number of pages: 30
Posted: 15 Jan 2020
Last Revised: 17 Jan 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
1,405
15.
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
1,227
16.
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
1,121
17.
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
824
18.
Advances in Financial Machine Learning: Numerai's Tournament (Presentation Slides)
Number of pages: 18
Posted: 25 Nov 2019
Last Revised: 25 Nov 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
774
19.
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
692
20.
Predicting Returns with Text Data
Number of pages: 54
Posted: 04 Dec 2019
Working Paper Series
Harvard University, Yale SOM and University of Chicago - Booth School of Business
There are 2 versions of this paper
Predicting Returns with Text Data
NBER Working Paper No. w26186
Number of pages: 55
Posted: 03 Sep 2019
Downloads
30
Downloads
675
21.
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
614
22.
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
610
23.
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
IBS, Massachusetts Institute of Technology (MIT) and State Street Global Advisors
Downloads
608
24.
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
604
25.
A Cheat Sheet for Algorithmic Trading of Investment Portfolios
Number of pages: 18
Posted: 23 Aug 2013
Working Paper Series
Northern Trust Corporation
Downloads
546
26.
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
545
27.
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
522
28.
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
513
29.
An Economic Analysis of Difficulty Adjustment Algorithms in Proof-of-Work Blockchain Systems
Number of pages: 50
Posted: 04 Jul 2019
Last Revised: 20 Dec 2019
Working Paper Series
Vancouver School of Economics, University of British Columbia, University of Tokyo, Graduate School of Economics, Students and BUIDL, Ltd.
Downloads
501
30.
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
491
31.
Channel Auctions
Management Science, Forthcoming
Number of pages: 16
Posted: 31 Aug 2018
Last Revised: 27 Aug 2019
Accepted Paper Series
University of Pennsylvania - The Wharton School, Microsoft Corporation - Microsoft Research, New York City, Harvard University Department of Computer Science and Microsoft
Downloads
434
32.
Neural Network Embedding of the Over-Dispersed Poisson Reserving Model
Number of pages: 30
Posted: 14 Dec 2018
Working Paper Series
ETH Zurich, Department of Mathematics, RiskLab, Students, QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads
411
33.
Advances in Financial Machine Learning: Lecture 10/10 (Presentation Slides)
Number of pages: 44
Posted: 14 Nov 2019
Last Revised: 14 Nov 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
406
34.
Leveraging Scalable Data Fusion to Enhance Customer Base Predictions
Columbia Business School Research Paper Forthcoming
Number of pages: 54
Posted: 11 Apr 2019
Last Revised: 30 Sep 2019
Working Paper Series
Emory University - Department of Marketing and Columbia Business School
Downloads
402
35.
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
University of Stirling
Downloads
378
36.
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
372
37.
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
368
38.
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
353
39.
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
335
40.
Machine Learning Optimization Algorithms & Portfolio Allocation
Number of pages: 66
Posted: 25 Jul 2019
Working Paper Series
University of Paris-Saclay - Ecole Polytechnique and Amundi Asset Management
Downloads
327
41.
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
326
42.
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
294
43.
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
293
44.
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
287
45.
Can Big Data Defeat Traditional Credit Rating?
Number of pages: 59
Posted: 11 Jan 2019
Last Revised: 07 Nov 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
285
46.
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
278
47.
Access to Algorithms
Fordham Law Review, Forthcoming
Number of pages: 56
Posted: 11 Apr 2019
Last Revised: 16 Oct 2019
Accepted Paper Series
Drexel University Thomas R. Kline School of Law
Downloads
267
48.
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
255
49.
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
247
50.
A Quantum Algorithm for Trading Strategies with Position Limits
Number of pages: 30
Posted: 14 Jun 2019
Working Paper Series
Independent
Downloads
244
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