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Big Data & Innovative Financial Technologies Research Paper Series

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Viewing: 1 - 50 of 678 papers

1.

Fintech Regulation in Estonia

In: Marco Cian, Claudia Sandei (Eds.), Diritto del Fintech, Wolters Kluwer Italia 2020, 623−643
Number of pages: 23 Posted: 22 Oct 2020
Accepted Paper Series
European University Institute - Department of Law (LAW) and University of Tartu School of Law
Downloads 49
2.

CapitalVX: A Machine Learning Model for Startup Selection and Exit Prediction

Number of pages: 13 Posted: 21 Oct 2020
Working Paper Series
Independent Researcher, Venhound LLC, Santa Clara University - Leavey School of Business and Santa Clara University
Downloads 152
3.

Firm Social Networks, Trust, and Security Issuances

The European Journal of Finance, Forthcoming
Number of pages: 81 Posted: 19 Oct 2020
Accepted Paper Series
Martin Tuchman School of Management, New Jersey Institute of Technology, Fordham University, St John's University and Fordham University - Gabelli School of Business
Downloads 28
4.

The Economic Value of Equity Implied Volatility Forecasting with Machine Learning

Number of pages: 59 Posted: 15 Oct 2020
Working Paper Series
University of Miami - Department of Finance and University of Wisconsin - Whitewater - College of Business and Economics
Downloads 114
5.

COVID-19-Shock: Considerations on Socio-Technological, Legal, Corporate, Economic and Governance Changes and Trends

2020, Proceedings of the 16th International Research Association for Interdisciplinary Studies (RAIS) Conference on Social Sciences and Humanities, Princeton University, Princeton, NJ, August 17-18, pp. 82-93 (2020)., Fordham Law Legal Studies Research Paper No. 3679326
Number of pages: 11 Posted: 15 Oct 2020 Last Revised: 15 Oct 2020
Working Paper Series
Harvard University, Fordham University School of Law and Graz University of Technology
Downloads 171
6.

VC Participation and Failure of Startups: Evidence from P2p Lending Platforms in China

Finance Research Letters, Forthcoming
Number of pages: 17 Posted: 01 Oct 2020
Working Paper Series
The Chinese University of Hong Kong (CUHK) and Fordham University
Downloads 23
7.

Artificial Intelligence and High-Skilled Work: Evidence from Analysts

Swiss Finance Institute Research Paper No. 20-84
Number of pages: 74 Posted: 30 Sep 2020 Last Revised: 16 Oct 2020
Working Paper Series
Duke University - Fuqua School of Business and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 404
8.

Portfolio Efficiency with High-Dimensional Data As Conditioning Information

Number of pages: 77 Posted: 29 Sep 2020
Working Paper Series
University of Kansas - Department of Economics
Downloads 36
9.

A Comparative Study on Big Data Handling Using Relational and Non-Relational Data Model

International Journal of Data Mining & Knowledge Management Process (IJDKP) Vol.7, No.3, May 2017
Number of pages: 8 Posted: 29 Sep 2020
Accepted Paper Series
University of Chittagong - Department of Computer Science & Engineering
Downloads 10
10.

Could the Poor Bank on Stablecoins? Discussion Prompts for Innovators, Regulators, and Consumers

FinDev Gateway, 2020
Number of pages: 11 Posted: 28 Sep 2020
Accepted Paper Series
Senior Advisor, Supervisory & Regulatory Policy
Downloads 35
11.

On the Role of Stablecoins in Cryptoasset Pricing Dynamics

Number of pages: 30 Posted: 27 Sep 2020 Last Revised: 05 Jan 2021
Working Paper Series
Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
Downloads 152
12.

Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios

Number of pages: 42 Posted: 24 Sep 2020 Last Revised: 05 Oct 2020
Working Paper Series
University of North Carolina at Chapel Hill, The Stephen M. Ross School of Business at the University of Michigan, University of North Carolina Kenan-Flagler Business School and UC Louvain and F.R.S.-FNRS
Downloads 125
13.

RegTech and Predictive Lawmaking: Closing the RegLag between Prospective Regulated Activity and Regulation

Number of pages: 61 Posted: 21 Sep 2020 Last Revised: 05 Oct 2020
Working Paper Series
Pennsylvania State University and City University of NY, Baruch College, Zicklin School of Business
Downloads 70
14.

Trading Signatures: Investor Attention Allocation in Stock Markets

Number of pages: 11 Posted: 18 Sep 2020 Last Revised: 28 Nov 2020
Working Paper Series
Tampere University, Tampere University, Aalto University and Aalto University
Downloads 88
15.

The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning

Georgetown McDonough School of Business Research Paper No. 3686164, Swiss Finance Institute Research Paper No. 20-110
Number of pages: 64 Posted: 17 Sep 2020 Last Revised: 21 Dec 2020
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, University of Lausanne, Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) and Georgetown University - Department of Finance
Downloads 445
16.

Intraday Electricity Pricing of Night Contracts

Energies, 13(17):4501, 2020
Number of pages: 16 Posted: 16 Sep 2020 Last Revised: 07 Oct 2020
Accepted Paper Series
University of Duisburg-Essen, University of Duisburg-Essen - Faculty of Economic Science and Norwegian University of Science and Technology, Faculty of Economics and Management, NTNU Business School
Downloads 84
17.

Big Data Analytics- Application of Artificial Neural Network in Forecasting Stock Price Trends in India

Academy of Accounting and Financial Studies Journal Volume 22, Issue 3, 2018
Number of pages: 13 Posted: 15 Sep 2020
Accepted Paper Series
Department of Commerce and Financial Studies
Downloads 83
18.

Big Data Approach to Realised Volatility Forecasting Using HAR Model Augmented With Limit Order Book and News

Number of pages: 41 Posted: 12 Sep 2020
Working Paper Series
University of Manchester - Alliance Manchester Business School and Alliance Manchester Business School, University of Manchester
Downloads 73
19.

Towards a Deeper Understanding of Yield Curve Movements

Number of pages: 7 Posted: 11 Sep 2020
Working Paper Series
Bloomberg L.P.
Downloads 34
20.

Default or Profit Scoring Credit Systems? Evidence from an Emerging High-Risk P2P Loan Market.

Number of pages: 42 Posted: 10 Sep 2020
Working Paper Series
Masaryk University - Department of finance and University of Prešov
Downloads 16
21.

Tennis Betting Strategies Based on Neural Networks

Number of pages: 35 Posted: 04 Sep 2020
Working Paper Series
Master 203 - Financial Markets Student, Université Paris Dauphine and Schwarzthal Tech
Downloads 155
22.

Model Transaksi Keuangan Perdagangan Elektronik (E-Commerce Financial Transaction Model)

Perdagangan Elektronik: Berjualan di Internet (Electronic Commerce: Selling on the Internet). Medan: Yayasan Kita Menulis., Forthcoming
Number of pages: 15 Posted: 03 Sep 2020
Accepted Paper Series
Universitas Bina Darma
Downloads 181
23.

Neural Networks Predictive Modeling for Football Betting

Number of pages: 32 Posted: 02 Sep 2020
Working Paper Series
affiliation not provided to SSRN, Université Paris Dauphine, Université Paris Dauphine, Université Paris Dauphine, Ural Federal University and Schwarzthal Tech
Downloads 79
24.

AI Human Impact: Toward a Model for Ethical Investing in AI-Intensive Companies

Number of pages: 48 Posted: 10 Aug 2020 Last Revised: 21 Jan 2021
Working Paper Series
Pace University - Dyson College of Arts and Sciences
Downloads 43
25.

The Impact of Derivatives on Cash Markets: Evidence From the Introduction of Bitcoin Futures Contracts

Number of pages: 57 Posted: 08 Aug 2020
Working Paper Series
McGill University, Desautels Faculty of Management, Global Risk Institute and University of North Carolina at Chapel Hill, Kenan-Flagler Business School
Downloads 125
26.

AI in Finance: A Review

Number of pages: 47 Posted: 06 Aug 2020
Working Paper Series
University of Technology Sydney
Downloads 416
27.

Bayes’ Factors for Event-Study: The Case of A Single Security

Number of pages: 27 Posted: 05 Aug 2020
Working Paper Series
Indian Institute of Science (IISc)
Downloads 13
28.

Bitcoin 6.0: Military Grade e-Payment System

Bitcoin and The Future of Virtual Currency
Number of pages: 10 Posted: 04 Aug 2020
Working Paper Series
Zukovsky State University and affiliation not provided to SSRN
Downloads 14
29.

FinTech and the COVID-19 Pandemic: Evidence from Electronic Payment Systems

Number of pages: 57 Posted: 04 Aug 2020
Working Paper Series
Ryerson University- Ted Rogers School of Management
Downloads 536
30.

Investors’ Risk Attitudes in the Pandemic and the Stock Market: New Evidence Based on Internet Searches

BIS Bulletin No. 25 (2020)
Number of pages: 9 Posted: 03 Aug 2020
Accepted Paper Series
Harvard Kennedy School, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 201
31.

The Economics of Cryptocurrencies - Why Does It Work?

Number of pages: 11 Posted: 03 Aug 2020
Working Paper Series
Independent
Downloads 46
32.

Towards a Data-Driven Financial System: The Impact of COVID-19

SMU Centre for AI & Data Governance Research Paper No. 2020/08
Number of pages: 23 Posted: 30 Jul 2020
Working Paper Series
Singapore Management University - Centre for AI & Data Governance
Downloads 244
33.

Exploring Machine Learning Techniques for Text-Based Industry Classification

Number of pages: 27 Posted: 27 Jul 2020
Working Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN and RMI,National University of Singapore
Downloads 48
34.

The Puzzle of Squaring Blockchain with the General Data Protection Regulation

Jurimetrics Journal, 2020
Number of pages: 61 Posted: 22 Jul 2020
Accepted Paper Series
George Washington University - Law School
Downloads 103
35.

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 2,138
36.

How Deep are Financial Models?

Number of pages: 13 Posted: 16 Jul 2020
Working Paper Series
Quaternion Risk Management, University of Wuppertal - Applied Mathematics, Quaternion Risk Management and Quaternion Risk Management
Downloads 96
37.

The Cyber Risk Premium

Number of pages: 48 Posted: 15 Jul 2020 Last Revised: 22 Sep 2020
Working Paper Series
Michigan State University, Michigan State University and Michigan State University
Downloads 165
38.

Fusing Economic Indicators for Portfolio Optimization - A Simulation-Based Approach

2019 22th International Conference on Information Fusion (FUSION), Ottawa, ON, Canada, 2019, pp. 1-8.
Number of pages: 8 Posted: 14 Jul 2020
Working Paper Series
Folio Financial, Inc. - Quantitative Research Division
Downloads 33
39.

Constructing A Financial Conditions Index for the United Kingdom: A Comparative Analysis

Sheng Zhu, Ella Kavanagh, Niall O'Sullivan, (2020). Constructing A Financial Conditions Index for the United Kingdom: A Comparative Analysis, International Journal of Finance and Economics, Forthcoming
Number of pages: 37 Posted: 13 Jul 2020
Working Paper Series
Willis Towers Watson - The Asset Management Exchange, affiliation not provided to SSRN and University College Cork
Downloads 31
40.

Logistic Regression for Insured Mortality Experience Studies

North American Actuarial Journal, 19.4 (2015): 241-255.
Number of pages: 19 Posted: 10 Jul 2020
Accepted Paper Series
Taiping Insurance Group - Business Management Dept.
Downloads 6
41.

Framing

Number of pages: 62 Posted: 09 Jul 2020
Working Paper Series
George Washington University - Department of Finance, Middle Tennessee State University and Middle Tennessee State University
Downloads 78
42.

The Influence of Stablecoin Issuances on Cryptocurrency Markets

Number of pages: 15 Posted: 08 Jul 2020
Working Paper Series
University of Hamburg, University of Hamburg - Institute of Commercial Law and Blockchain Research Lab
Downloads 78
43.

Do Fintech Lenders Fill the Credit Gap? Evidence from Local Mortgage Demand Shocks

Number of pages: 61 Posted: 07 Jul 2020
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Concordia University - John Molson School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 113
44.

Conditional Sig-Wasserstein GANs for Time Series Generation

Number of pages: 32 Posted: 02 Jul 2020
Working Paper Series
University College London - Department of Mathematics, University of Edinburgh - School of Mathematics, University of Kaiserslautern - Department of Mathematics, University College London - Department of Mathematics and University College London - Department of Mathematics
Downloads 77
45.

Early Lessons on Regulatory Innovation to Enable Inclusive FinTech: Innovation Offices, Regulatory Sandboxes and RegTech

Number of pages: 75 Posted: 30 Jun 2020
Working Paper Series
Cambridge Centre for Alternative Finance, Cambridge Judge Business School, University of Cambridge, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Cambridge - Cambridge Centre for Alternative Finance, Singapore Management University - Lee Kong Chian School of Business, University of Cambridge - Cambridge Centre for Alternative Finance, affiliation not provided to SSRN, University of Cambridge - Cambridge Centre for Alternative Finance, University of Cambridge - Cambridge Centre for Alternative Finance, University of Cambridge - Cambridge Centre for Alternative Finance, University of Cambridge - Cambridge Centre for Alternative Finance, University of Cambridge - Cambridge Centre for Alternative Finance, Cambridge Centre for Alternative Finance, Judge Business School, University of Cambridge, University of Cambridge - Cambridge Centre for Alternative Finance, Bill and Melinda Gates Foundation, Cambridge, Financial Conduct Authority, Independent, National University of Singapore (NUS) - Faculty of Law and Fudan University - School of Economics
Downloads 82
46.

Backtesting of Algorithmic Cryptocurrency Trading Strategies

Number of pages: 135 Posted: 30 Jun 2020
Working Paper Series
Frankfurt School of Finance & Management
Downloads 218
47.

FairPut: A Light Framework for Machine Learning Fairness with LightGBM

Number of pages: 8 Posted: 29 Jun 2020 Last Revised: 22 Oct 2020
Working Paper Series
The Alan Turing Institute
Downloads 90
48.

Persistence in Factor-Based Supervised Learning Models

Number of pages: 33 Posted: 29 Jun 2020
Working Paper Series
EMLYON Business School
Downloads 167
49.

DataGene: A Framework for Dataset Similarity

Number of pages: 6 Posted: 29 Jun 2020 Last Revised: 22 Oct 2020
Working Paper Series
The Alan Turing Institute
Downloads 63
50.

An Economic Model of Blockchain: The Interplay between Transaction Fees and Security

Number of pages: 41 Posted: 25 Jun 2020
Working Paper Series
affiliation not provided to SSRN, Hong Kong University of Science & Technology (HKUST), HKUST and Hong Kong University of Science & Technology (HKUST)
Downloads 79