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Big Data & Innovative Financial Technologies Research Paper Series

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Viewing: 501 - 550 of 678 papers

501.

The Blockchain: A Gentle Introduction

Number of pages: 5 Posted: 19 Dec 2016
Working Paper Series
University College London - Department of Mathematics
Downloads 1,375
502.

'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 267
503.

Using Dynamic Model Averaging in State Space Representation with Dynamic Occam's Window and Applications to the Stock and Gold Market

Number of pages: 43 Posted: 01 Dec 2016 Last Revised: 26 Jul 2017
Working Paper Series
University of the German Federal Armed Forces - Helmut Schmidt Universität and University of Duisburg-Essen
Downloads 143
504.

The Statistics of Bitcoin and Cryptocurrencies

Number of pages: 12 Posted: 18 Nov 2016 Last Revised: 25 Dec 2018
Working Paper Series
Zurich University of Applied Sciences
Downloads 1,382
505.

Event Study on the Reaction of Stock Returns to Acquisition News

Number of pages: 18 Posted: 18 Nov 2016
Working Paper Series
Karlstad University Business School, Student and TD Bank
Downloads 382
506.

Bitcoin and Cryptocurrencies - Not for the Faint-Hearted

Number of pages: 31 Posted: 17 Nov 2016 Last Revised: 25 Dec 2018
Working Paper Series
Zurich University of Applied Sciences, Independent and Zurich University of Applied Sciences
Downloads 836
507.

Risk Control of Mean-Reversion Time in Statistical Arbitrage

Risk and Decision Analysis, vol. 6, no. 4, pp. 263-290, 2017
Number of pages: 52 Posted: 14 Nov 2016 Last Revised: 03 Feb 2018
Accepted Paper Series
Stanford University - Institute for Computational and Mathematical Engineering and Stanford University - Department of Mathematics
Downloads 986
508.

Why Wisdom of the Crowd has Predictive Power for the Financial Markets?

Posted: 11 Nov 2016 Last Revised: 11 Nov 2020
Working Paper Series
IESE Business School and Indian Institute of Science Education and Research (IISER)
509.

Role of Big Data and Predictive Analytics

International Journal of Automation and Logistics, Vol. 2(4): 307-331 (Inderscience Publ., UK; Google Scholar, ProQuest, Inspec, Cabell’s), 2016
Posted: 11 Nov 2016 Last Revised: 07 Dec 2016
Accepted Paper Series
IBS Business School - IBS Pune, Symbiosis International University - Symbiosis Centre for Research and Innovation and Symbiosis International (Deemed University), Pune, India
510.

A Statistical Risk Assessment of Bitcoin and Its Extreme Tail Behaviour

Big Data & Innovative Financial Technologies Research Paper Series
Number of pages: 13 Posted: 10 Nov 2016 Last Revised: 23 Dec 2018
Accepted Paper Series
Zurich University of Applied Sciences and Independent
Downloads 831
511.

Evolution of Regenerative Ca-Ion Wave-Packet in Neuronal-Firing Fields: Quantum Path-Integral with Serial Shocks

L. Ingber, "Evolution of regenerative Ca-ion wave-packet in neuronal-firing fields: Quantum path-integral with serial shocks,'' International Journal of Innovative Research in Information Security 4 (2), 14-21 (2017)
Number of pages: 16 Posted: 04 Nov 2016 Last Revised: 03 Mar 2017
Accepted Paper Series
Physical Studies Institute LLC
Downloads 31
512.

A Central Limit Theorem for the Number of Factors with High Frequency Data

Number of pages: 28 Posted: 01 Nov 2016
Working Paper Series
Soochow University, University of Macau and National University of Singapore (NUS)
Downloads 78
513.

Overconfidence, Position Size, and the Link to Performance

Number of pages: 52 Posted: 28 Oct 2016 Last Revised: 25 Jul 2019
Working Paper Series
Charleston Academy and University of Warwick - Warwick Business School
Downloads 166
514.

Underdetermination and Variability of the Results in Macro-to-Micro Stress Tests – A Machine Learning Approach

Journal of Risk Management in Financial Institutions, Volume 10/ Number 2/ Spring 2017, pp. 130-149(20)
Number of pages: 25 Posted: 26 Oct 2016 Last Revised: 16 Jul 2017
Accepted Paper Series
Deloitte Financial Advisory Services and IHS Markit
Downloads 177
515.

Mathematics & Economics: A Reality Check (Presentation Slides)

Number of pages: 14 Posted: 13 Oct 2016
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,135
516.

Examining Taxation of Fiat Money and Bitcoins vis-a-vis Regulated Cryptocurrencies

Number of pages: 9 Posted: 04 Oct 2016
Working Paper Series
Independent and Independent
Downloads 192
517.

Does It Pay to Pay Attention?

Number of pages: 82 Posted: 01 Oct 2016 Last Revised: 03 Jan 2021
Working Paper Series
University of Houston - C.T. Bauer College of Business and Georgetown University
Downloads 432
518.

A Minimal Agent-Based Model Reproduces the Overall Topology of Interbank Networks

Number of pages: 29 Posted: 22 Sep 2016
Working Paper Series
Universidad Autónoma de Madrid, Universidad Politécnica de Madrid, Universidad Politécnica de Madrid and Universidad Politécnica de Madrid
Downloads 66
519.

A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables

Journal of Financial Econometrics, Forthcoming
Number of pages: 32 Posted: 20 Sep 2016 Last Revised: 15 Aug 2018
Accepted Paper Series
Ghent University, Vrije Universiteit Brussel (VUB) and KU Leuven
Downloads 300
520.

Developing a Data Science Approach to Detecting Income Fraud for the Peer to Peer Loan Industry

Number of pages: 13 Posted: 09 Sep 2016
Working Paper Series
Lipscomb University, Students, Lipscomb University, Students and Lipscomb University, Students
Downloads 225
521.

Low-Frequency Trading with High-Frequency Measures: Is it Profitable?

Number of pages: 60 Posted: 02 Sep 2016 Last Revised: 07 Feb 2017
Working Paper Series
Imperial College London
Downloads 468
522.

Can Cryptocurrencies Fulfil the Functions of Money?

Columbia University, Center on Capitalism and Society, Working Paper No. 92, August 2016
Number of pages: 31 Posted: 01 Sep 2016
Working Paper Series
Lebanese American University
Downloads 1,632
523.

Blockchain Technology: What is it Good for?

Number of pages: 5 Posted: 01 Sep 2016
Working Paper Series
Lebanese American University
Downloads 7,398
524.

Do Tweet Sentiments Still Predict the Stock Market?

Number of pages: 16 Posted: 22 Aug 2016
Working Paper Series
Johns Hopkins University - Carey Business School and Johns Hopkins University - Department of Applied Mathematics and Statistics
Downloads 711
525.

Mathematics and Economics: A Reality Check

Journal of Portfolio Management, Vol. 43, No. 1, 2016
Number of pages: 6 Posted: 13 Aug 2016 Last Revised: 21 Aug 2016
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,007
526.

Conceptualization and Theorization of the Big Data

International Journal of Innovation (IJI Journal), Vol. 4(2), No. 2, pp. 23-41, 2016
Number of pages: 19 Posted: 12 Aug 2016
Accepted Paper Series
Universidade Nove de Julho (UNINOVE) and Universidade Nove de Julho (UNINOVE)
Downloads 166
527.

Financialization, Inequality and Crisis

Paper presented at ICOPEC in Istanbul-Turkey, June 2016
Number of pages: 23 Posted: 10 Aug 2016
Accepted Paper Series
Marmara University - Faculty of Economics/Department of Economics
Downloads 95
528.

The Neural Schema for Big Data

Number of pages: 10 Posted: 18 Jul 2016
Working Paper Series
Government of India
Downloads 61
529.

Health Data for Common Good: Defining the Boundaries and Social Dilemmas of Data Commons

in Ronald Leenes, Nadezhda Purtova, Samantha Adams (eds.) (2017) Under Observation - The Interplay Between eHealth and Surveillance, Springer, , Tilburg Law School Research Paper No. 15/2016
Number of pages: 29 Posted: 15 Jul 2016 Last Revised: 18 Mar 2018
Accepted Paper Series
Tilburg University - Tilburg Institute for Law, Technology, and Society (TILT)
Downloads 402
530.

How to Regulate Disruptive Innovation - From Facts to Data

Jurimetrics, Volume 57, Issue No. 2, 2017 Forthcoming, U of St. Thomas (Minnesota) Legal Studies Research Paper No. 16-13
Number of pages: 43 Posted: 12 Jul 2016 Last Revised: 17 Sep 2016
Working Paper Series
University of St. Thomas, Minnesota - School of Law and Tilburg University - Department of Business Law
Downloads 1,044
531.

Forward Looking Versus Backward Looking: An Empirical Study on the Effectiveness of Credit Evaluation System in China's Online P2P Lending Market

China Financial Review International, 2017, 7(2), 228-248
Number of pages: 25 Posted: 06 Jul 2016 Last Revised: 18 Jun 2019
Accepted Paper Series
Southeast University - School of Economics and Management, HuaiHai Institute of Technology and Southeast University (China) - School of Economics and Management
Downloads 166
532.

Impact of Social Media and News Media on Financial Markets

Thirty Seventh International Conference on Information Systems, Dublin 2016
Number of pages: 10 Posted: 28 Jun 2016
Accepted Paper Series
University of Auckland - Department of Information Systems and Operations Management and University of Auckland
Downloads 430
533.

Deep Learning for Mortgage Risk

Number of pages: 75 Posted: 23 Jun 2016 Last Revised: 22 Nov 2018
Working Paper Series
Imperial College London - Department of Mathematics, Stanford University and Stanford University - Department of Management Science & Engineering
Downloads 4,199
534.

Modelling the Short Term Herding Behaviour of Stock Markets

Shapira Y, Berman Y, Ben-Jacob E. Modelling the short term herding behaviour of stock markets. New Journal of Physics. 2014 May 21;16(5):053040.
Number of pages: 17 Posted: 13 Jun 2016
Accepted Paper Series
Tel Aviv University, London Mathematical Laboratory and Tel Aviv University (Deceased)
Downloads 319
535.

Swarm Intelligence? Stock Opinions of the Crowd and Stock Returns

International Review of Economics and Finance 64, November 2019, 443-464.
Number of pages: 48 Posted: 01 Jun 2016 Last Revised: 13 Nov 2019
Accepted Paper Series
Leuphana University of Lueneburg, Bocconi University - Department of Decision Sciences and Paderborn University
Downloads 419
536.

Market Design with Blockchain Technology

Number of pages: 40 Posted: 30 May 2016 Last Revised: 27 Jul 2017
Working Paper Series
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 2,686
537.

The Ethics of Big Data in Big Agriculture

Internet Policy Review, Vol. 5, No. 1, March 2016
Number of pages: 13 Posted: 30 May 2016
Accepted Paper Series
University of California, Santa Cruz, Students
Downloads 1,131
538.

Variable Selection in Seemingly Unrelated Regressions with Random Predictors

Bayesian Analysis, Volume 12, Number 4 (2017), 969-989. https://projecteuclid.org/euclid.ba/1488855633
Number of pages: 21 Posted: 29 May 2016 Last Revised: 15 Oct 2018
Accepted Paper Series
University of Chicago - Booth School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - Red McCombs School of Business
Downloads 238
539.

A Finite Sample Test for the Composite Hypothesis of Stable Law

Number of pages: 44 Posted: 28 May 2016
Working Paper Series
Rensselaer Polytechnic Institute (RPI), Independent and Rensselaer Polytechnic Institute (RPI)
Downloads 8
540.
Downloads 337
541.

Stochastic Portfolio Theory: A Machine Learning Perspective

Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence, 2016
Number of pages: 9 Posted: 09 May 2016
Accepted Paper Series
Pit.AI Technologies, Inc. and Mathematical Institute, University of Oxford
Downloads 1,187
542.

Forecasting Debt Paydown Among Leveraged Equities: Analysis of US Stocks from 1964-2012

Number of pages: 30 Posted: 06 May 2016
Working Paper Series
University of Chicago - Booth School of Business and Verdad Fund Advisers
Downloads 1,561
543.

Lest we forget: learn from out-of-sample forecast errors when optimizing portfolios

Number of pages: 79 Posted: 29 Apr 2016 Last Revised: 28 Sep 2020
Working Paper Series
CATÓLICA-LISBON School of Business & Economics and University of New South Wales
Downloads 484
544.

Inferring Employees’ Social Media Perceptions of Corporate Culture and the Link to Firm Value

Number of pages: 40 Posted: 23 Apr 2016 Last Revised: 17 Jan 2017
Working Paper Series
Putnam Investments
Downloads 765
545.

Inferring the Financial Materiality of Corporate Social Responsibility News

Number of pages: 43 Posted: 22 Apr 2016 Last Revised: 19 Aug 2016
Working Paper Series
Putnam Investments
Downloads 195
546.

Data, Technology & Social Media: Their Invasive Role in Contemporary Marketing

Vel, K., Brobbey, C., Salih, A., & Jaheer, H. (2015). Data, Technology & Social Media: Their Invasive Role in Contemporary Marketing. Revista Brasileira De Marketing E-ISSN:2177-5184, 14(4).
Number of pages: 17 Posted: 14 Apr 2016
Accepted Paper Series
University of Wollongong - Dubai Campus, Dreamdrive Digital FZE, Abu Dhabi Islamic Bank and Independent
Downloads 226
547.

Global Systemically Important Financial Institutions: A Structural VAR Approach

Number of pages: 67 Posted: 12 Apr 2016 Last Revised: 13 Dec 2017
Working Paper Series
GIC Private Limited
Downloads 84
548.

The Information Content of Pre-Open Social Media

Number of pages: 20 Posted: 06 Apr 2016
Working Paper Series
Pluribus Labs
Downloads 243
549.

How Does P2P Lending Fit into the Consumer Credit Market?

Number of pages: 32 Posted: 03 Apr 2016 Last Revised: 20 Nov 2016
Working Paper Series
Reserve Bank of Australia, Goethe University Frankfurt - Faculty of Economics and Business Administration and UCL Centre for Blockchain Technologies

Multiple version iconThere are 2 versions of this paper

Downloads 618
550.

Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing and Forecasting

Forthcoming Journal of Risk and Insurance
Posted: 01 Apr 2016 Last Revised: 02 Jan 2018
Accepted Paper Series
Dept. Maths & Statis, Concordia University

Multiple version iconThere are 2 versions of this paper