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Big Data & Innovative Financial Technologies Research Paper Series

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Viewing: 551 - 600 of 678 papers

551.

Classification-Based Financial Markets Prediction Using Deep Neural Networks

Algorithmic Finance, 2016.
Number of pages: 20 Posted: 30 Mar 2016 Last Revised: 09 Dec 2016
Accepted Paper Series
Illinois Institute of Technology, Northwestern University and Northwestern University
Downloads 9,480
552.

Flash Crashes, Information Processing Limits, and Phase Transitions

Number of pages: 34 Posted: 30 Mar 2016 Last Revised: 09 Jun 2016
Working Paper Series
New York Life Insurance Company
Downloads 112
553.

Dynamically Hedging Oil and Currency Futures (Presentation Slides)

Number of pages: 35 Posted: 30 Mar 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 132
554.

Wavelet Analysis Statistical Data

Advances in Sciences and Humanities. Vol. 1, No. 2, 2015, pp. 30-44
Number of pages: 15 Posted: 29 Mar 2016
Working Paper Series
Volga State University of Technology - Department of Environmental Engineering
Downloads 50
555.

Invariants of the Hilbert Transform for 23-Hilbert Problem

Advances in Sciences and Humanities. Vol. 1, No. 1, 2015, pp. 1-12
Number of pages: 12 Posted: 29 Mar 2016
Working Paper Series
Volga State University of Technology - Department of Environmental Engineering
Downloads 19
556.

Method of Identification of Wave Regularities According to Statistical Data (On the Example of Dynamics of a Rate of Inflation of US Dollar on Months and Years)

Advances in Sciences and Humanities, Vol. 1, No. 2, 2015, pp. 45-51
Number of pages: 7 Posted: 28 Mar 2016
Working Paper Series
Volga State University of Technology - Department of Environmental Engineering
Downloads 20
557.

Cortical and Subcortical Computing for Financial Trading (Presentation Slides)

Number of pages: 17 Posted: 25 Mar 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 185
558.

Global Financial Stability Index

Number of pages: 36 Posted: 24 Mar 2016 Last Revised: 04 Aug 2016
Working Paper Series
University of Colorado at Denver - Department of Finance
Downloads 633
559.

Uncloaking Campbell and Shiller's CAPE: A Comprehensive Guide to its Construction and Use

Posted: 22 Mar 2016 Last Revised: 22 May 2019
Accepted Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and Barclays - Risk Analytics and Index Solutions
560.

Lack of Fit Test for Infinite Variation Jumps at High Frequencies

Number of pages: 35 Posted: 21 Mar 2016
Working Paper Series
Soochow University
Downloads 34
561.

Determining the Number of Common Driving Brownian Motions Underlying High Frequency Data

Number of pages: 36 Posted: 21 Mar 2016
Working Paper Series
Soochow University
Downloads 62
562.

Trend Without Hiccups - A Kalman Filter Approach

Number of pages: 35 Posted: 21 Mar 2016 Last Revised: 26 Apr 2016
Working Paper Series
AI For Alpha
Downloads 2,205
563.

Volatility, Opportunity, and Reversal Strategies

Number of pages: 4 Posted: 09 Mar 2016 Last Revised: 21 Mar 2016
Working Paper Series
ExtractAlpha
Downloads 672
564.

Stock Portfolio Design and Backtest Overfitting

Number of pages: 16 Posted: 29 Feb 2016 Last Revised: 20 Jul 2016
Working Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia) and Cornell University - Operations Research & Industrial Engineering
Downloads 2,267
565.

The Role of HFTs in Order Flow Toxicity and Stock Price Variance, and Predicting Changes in HFTs’ Liquidity Provisions

Number of pages: 38 Posted: 25 Feb 2016
Working Paper Series
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 190
566.

Bitcoin Market Volatility Analysis Using Grand Canonical Minority Game

LEDGER Vol.1 (2016), 111-118. DOI 10.5195/LEDGER.2016.61
Number of pages: 8 Posted: 24 Feb 2016 Last Revised: 23 Dec 2016
Accepted Paper Series
Pioneer Investment Management
Downloads 147
567.

Trend Following System for Stock Index Trading

Number of pages: 11 Posted: 17 Feb 2016
Working Paper Series
University of Illinois Urbana Champaign
Downloads 675
568.

Investment Analysis of Leveraged ETFs

Number of pages: 5 Posted: 17 Feb 2016
Working Paper Series
University of Illinois Urbana Champaign and University of Chicago, Booth School of Business, Students
Downloads 372
569.

Backtest Overfitting in Financial Markets

Automated Trader, 2016, Forthcoming
Number of pages: 8 Posted: 15 Feb 2016
Accepted Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering, University of Technology Sydney (UTS) and Western Michigan University
Downloads 1,868
570.

Inference in Group Factor Models with an Application to Mixed Frequency Data

Swiss Finance Institute Research Paper No. 16-11
Number of pages: 48 Posted: 13 Feb 2016 Last Revised: 02 Feb 2019
Working Paper Series
University of Cyprus - Department of Economics, University of Lugano, University of North Carolina Kenan-Flagler Business School and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 350
571.

How Prevalent and Profitable are Latency Arbitrage Opportunities on U.S. Stock Exchanges?

Number of pages: 30 Posted: 10 Feb 2016
Working Paper Series
IEX Group, Inc.
Downloads 993
572.

On Social Credit and the Right to Be Unnetworked

Columbia Business Law Review 339 (2016).
Number of pages: 63 Posted: 08 Feb 2016 Last Revised: 29 Aug 2016
Accepted Paper Series
City University of NY, Baruch College, Zicklin School of Business and City University of New York (CUNY) - Department of Law
Downloads 580
573.

Shadow Banks and Systemic Risks

Number of pages: 55 Posted: 31 Jan 2016
Working Paper Series
Indiana University and Systemic Risk Centre, LSE
Downloads 326
574.

Optimal Introductory Pricing for New Financial Services

Nejad, Mohammad G., and Sertan Kabadayi (2016), “Introductory Pricing Decisions for a New Financial Service,” Journal of Financial Services Marketing, 21(1), Forthcoming.
Number of pages: 36 Posted: 28 Jan 2016
Accepted Paper Series
Fordham University Schools of Business and Fordham University - Gabelli School of Business
Downloads 63
575.

Background Subtraction for Pattern Recognition in High Frequency Financial Data

Number of pages: 45 Posted: 18 Jan 2016 Last Revised: 07 Jul 2016
Working Paper Series
University of California, Berkeley and Integral Development Corporation
Downloads 319
576.

Analysis of Random Generators in Monte Carlo Simulation: Mersenne Twister and Sobol

Number of pages: 83 Posted: 18 Jan 2016
Working Paper Series
ING
Downloads 278
577.

A Single Item Lot Sizing Problem Considering Capital Flow and Trade Credit

Number of pages: 21 Posted: 17 Jan 2016
Working Paper Series
Beihang University (BUAA) and Beihang University (BUAA)
Downloads 37
578.

Building Diversified Portfolios That Outperform Out-of-Sample (Presentation Slides)

Number of pages: 33 Posted: 11 Jan 2016 Last Revised: 14 Aug 2016
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 4,736
579.

Testing for Long-Memory and Shifts in the Returns of Green and Non-Green Exchange-Traded Funds

International Journal of Humanities and Social Science Invention, 2(10), 29-32, 2013
Posted: 10 Jan 2016 Last Revised: 17 Jan 2016
Accepted Paper Series
Independent
580.

A Tutorial for Using Twitter Data in the Social Sciences: Data Collection, Preparation, and Analysis

Number of pages: 95 Posted: 06 Jan 2016
Working Paper Series
Dept. of Communication, U of Mainz, Germany and University of Konstanz - Deptment of Politics and Public Administration
Downloads 3,693
581.

Deep Learning for Limit Order Books

Number of pages: 39 Posted: 04 Jan 2016 Last Revised: 11 Jan 2017
Working Paper Series
Imperial College London - Department of Mathematics
Downloads 1,832
582.

Impact of Crude Oil Price Volatility on World Equity Markets Behavior

Journal of Applied Research in Finance, 2011
Number of pages: 15 Posted: 03 Jan 2016
Accepted Paper Series
University of Delhi and Department of Accounting, Dezful Branch, Islamic Azad University, Dezful, Iran.
Downloads 196
583.

Can TDA Be a New Risk Measure? An Application to Finance of Persistent Homology

Posted: 03 Jan 2016 Last Revised: 03 Mar 2019
Working Paper Series
Dai Nippon Printing Co., Ltd.
584.

Online Appendix: High Frequency News in the European Financial Crisis

Number of pages: 86 Posted: 02 Jan 2016 Last Revised: 22 Mar 2017
Working Paper Series
Piraeus Bank
Downloads 90
585.

Predicting Stock Returns of Mid Cap Firms in India – An Application of Random Forest and Dynamic Evolving Neural Fuzzy Inference System

Number of pages: 13 Posted: 02 Jan 2016
Working Paper Series
Calcutta Business School, Calcutta Business School and Calcutta Business School
Downloads 161
586.

A Micro-Level Claim Count Model with Overdispersion and Reporting Delays

UNSW Business School Research Paper No. 2015ACTL25
Number of pages: 24 Posted: 02 Jan 2016
Working Paper Series
University of Melbourne - Centre for Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Downloads 124
587.

Data-Driven Optimization of Reward-Risk Ratio Measures

Number of pages: 36 Posted: 23 Dec 2015 Last Revised: 23 Feb 2020
Working Paper Series
George Mason University and George Washington University
Downloads 287
588.

Big Data as Governmentality – Digital Traces, Algorithms, and the Reconfiguration of Data in International Development

Humanistic Management Network, Research Paper Series No. 42/15
Number of pages: 43 Posted: 02 Dec 2015 Last Revised: 18 Dec 2015
Working Paper Series
Copenhagen Business School and Copenhagen Business School
Downloads 193
589.

Contingent convertible bonds for sovereign debt risk management

Journal of Globalization and Development, Vol. 9(1), 2018. https://doi.org/10.1515/jgd-2017-0011
Number of pages: 32 Posted: 26 Nov 2015 Last Revised: 22 May 2020
Working Paper Series
University of Palermo - d/SEAS and University of Cyprus
Downloads 211
590.

Understanding Modern Banking Ledgers Through Blockchain Technologies: Future of Transaction Processing and Smart Contracts on the Internet of Money

Number of pages: 33 Posted: 24 Nov 2015
Working Paper Series
Department of Actuarial Mathematics and Statistics, Heriot-Watt University and University College London - Financial Computing and Analytics Group, Department of Computer Science
Downloads 4,988
591.

Quantum Computing (in 5 Minutes or Less) (Presentation Slides)

Number of pages: 10 Posted: 23 Nov 2015
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,398
592.

The Performance Evaluation of Textual Analysis Tools in Financial Markets

Number of pages: 17 Posted: 17 Nov 2015
Working Paper Series
University of Auckland - Department of Information Systems and Operations Management and University of Auckland

Multiple version iconThere are 2 versions of this paper

Downloads 330
593.

Extracting, Linking and Integrating Data from Public Sources: A Financial Case Study

Number of pages: 8 Posted: 17 Nov 2015 Last Revised: 14 Dec 2015
Working Paper Series
Independent, Independent, IBM Corporation, IBM Corporation, IBM Corporation, Independent, IBM Corporation, IBM Corporation and Santa Clara University - Leavey School of Business
Downloads 429
594.

Matrix Metrics: Network-Based Systemic Risk Scoring

Posted: 17 Nov 2015 Last Revised: 22 May 2019
Accepted Paper Series
Santa Clara University - Leavey School of Business
595.

Unleashing the Power of Public Data for Financial Risk Measurement, Regulation, and Governance

Number of pages: 10 Posted: 16 Nov 2015
Working Paper Series
IBM Corporation, Santa Clara University - Leavey School of Business, IBM Corporation, IBM Corporation, IBM Corporation, Independent, IBM Corporation and IBM Corporation
Downloads 65
596.

The Psychological Backstage of the Herd Behavior in the Financial Markets and the Dynamics of the ‘Cognitive Tâtonnement’ to Market Beliefs

Number of pages: 34 Posted: 08 Nov 2015
Working Paper Series
Università degli Studi di Milano-Bicocca - Department of Psychology and Università degli Studi di Milano-Bicocca, Department of Psychology, Students
Downloads 109
597.

Optimal R&D Outsourcing

Number of pages: 9 Posted: 07 Nov 2015
Working Paper Series
Kedge Business School
Downloads 41
598.

Introducing the Implied Volatility Surface Parametrization (IVP): Application to the FX Market

Number of pages: 14 Posted: 06 Nov 2015 Last Revised: 07 Nov 2015
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 759
599.

Pervasive underreaction: Evidence from high-frequency data

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61 Posted: 26 Oct 2015 Last Revised: 03 Aug 2020
Accepted Paper Series
Michigan State University, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Prime Quantitative Research
Downloads 1,844
600.

How to Use Big Data Technologies to Optimize Operations in Upstream Petroleum Industry

Baaziz, A., & Quoniam, L. (2013). How to use Big Data technologies to optimize operations in Upstream Petroleum Industry. International Journal of Innovation - IJI, 1(1), 19-25. doi:10.5585/iji.v1i1.4
Number of pages: 7 Posted: 26 Oct 2015
Accepted Paper Series
Aix-Marseille University, Students and Aix-Marseille University

Multiple version iconThere are 2 versions of this paper

Downloads 170