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Big Data & Innovative Financial Technologies Research Paper Series

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Viewing: 51 - 100 of 678 papers

51.

The Role of Corporate Culture in Bad Times: Evidence from the COVID-19 Pandemic

Number of pages: 76 Posted: 24 Jun 2020 Last Revised: 13 Jan 2021
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business, Stevens Institute of Technology and Louisiana State University, Baton Rouge
Downloads 1,405
52.

Inference for High-Dimensional Regressions With Heteroskedasticity and Auto-correlation

Number of pages: 38 Posted: 24 Jun 2020 Last Revised: 05 Oct 2020
Working Paper Series
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and UC Louvain and F.R.S.-FNRS
Downloads 26
53.

ResTech: Innovative Technologies for Crisis Resolution

Number of pages: 24 Posted: 23 Jun 2020 Last Revised: 13 Jul 2020
Working Paper Series
SciencesPo Paris, University Paris Diderot, Sorbonne Paris Cité - Institute of Physics of the Globe of Paris and University of Rome Tor Vergata
Downloads 109
54.

The Implied Cost of Capital: A Deep Learning Approach

Number of pages: 50 Posted: 22 Jun 2020
Working Paper Series
Michigan State University - Department of Finance
Downloads 152
55.

Acceleration of Automatic Differentiation of Solutions to Parabolic Partial Differential Equations: A Higher Order Discretization

Numerical Algorithms (2020)
Posted: 18 Jun 2020
Accepted Paper Series
Mizuho-DL Financial Technology Co., Ltd. and Hitotsubashi University
56.

A Control Variate Method for Weak Approximation of SDEs via Discretization of Numerical Error of Asymptotic Expansion

Monte Carlo Methods and Applications, Volume 25, Issue 3, 239-252
Posted: 18 Jun 2020
Accepted Paper Series
SMBC Nikko Securities and Hitotsubashi University
57.

The Impact of Fintech Innovations on the Hong Kong Banking Industry

HKIMR Working Paper No.08/2020
Number of pages: 49 Posted: 16 Jun 2020
Working Paper Series
Hong Kong Monetary Authority - Hong Kong Institute for Monetary and Financial Research and Hong Kong Monetary Authority
Downloads 52
58.

Does an Artificial Intelligence Perform Market Manipulation With Its Own Discretion? – A Genetic Algorithm Learns in an Artificial Market Simulation -

IEEE Symposium Series on Computational Intelligence, Computational Intelligence for Financial Engineering and Economics (CIFEr)
Number of pages: 6 Posted: 16 Jun 2020 Last Revised: 07 Jan 2021
Accepted Paper Series
SPARX Asset Management Co., Ltd.
Downloads 17
59.

Bitcoin Sentiment Index, Performance and US Dollar Exchange Rate

Number of pages: 30 Posted: 04 Jun 2020
Working Paper Series
affiliation not provided to SSRN, Sukkur IBA University and Sukkur IBA University
Downloads 74
60.

Persuading Investors: A Video-Based Study

Number of pages: 94 Posted: 04 Jun 2020 Last Revised: 19 Jan 2021
Working Paper Series
Yale School of Management and Yale School of Management
Downloads 303
61.

Boosting Poisson Regression Models with Telematics Car Driving Data

Number of pages: 25 Posted: 04 Jun 2020
Working Paper Series
Renmin University of China - School of Statistics, affiliation not provided to SSRN and RiskLab, ETH Zurich
Downloads 148
62.

Fintech: New Battle Lines in the Patent Wars?

Cardozo Law Review, Forthcoming
Number of pages: 51 Posted: 03 Jun 2020
Accepted Paper Series
Catholic University of America (CUA) - Columbus School of Law and Catholic University of America (CUA) - Columbus School of Law
Downloads 77
63.

Three Machine Learning Solutions to the Bias-Variance Dilemma (Seminar Slides)

Number of pages: 27 Posted: 28 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,767
64.

Empirical Study of Market Impact Conditional on Order-Flow Imbalance

Number of pages: 132 Posted: 28 May 2020
Working Paper Series
University College London - Department of Computer Science
Downloads 36
65.

Effective Enforcement of a Data Protection: A Model for Risk-Based Supervision Using Responsive Regulatory Tools

Number of pages: 29 Posted: 27 May 2020
Working Paper Series
Dvara Research, Dvara Research and affiliation not provided to SSRN
Downloads 24
66.

Humans vs Machines: Soft and Hard Information in Corporate Loan Pricing

Number of pages: 50 Posted: 15 May 2020
Working Paper Series
Duke University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 153
67.

News or Noise: Mobile Internet Technology and Stock Market Activity

Number of pages: 47 Posted: 15 May 2020 Last Revised: 03 Dec 2020
Working Paper Series
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign, University of Maryland - Robert H. Smith School of Business and Arizona State University (ASU) - School of Accountancy
Downloads 114
68.

The Promises and Pitfalls of WealthTech: Evidence from Online Marketplace Lending

Number of pages: 73 Posted: 08 May 2020 Last Revised: 21 Oct 2020
Working Paper Series
The Chinese University of Hong Kong (CUHK), Hong Kong Polytechnic University and Fordham University
Downloads 87
69.

Are All Heuristics Created Equal? Evidence from P2P Investments

Number of pages: 61 Posted: 08 May 2020 Last Revised: 20 Aug 2020
Working Paper Series
The Chinese University of Hong Kong, The Chinese University of Hong Kong (CUHK), The Chinese University of Hong Kong (CUHK) and Chinese University of Hong Kong
Downloads 36
70.

A Stochastic LQR Model for Child Order Placement in Algorithmic Trading

Number of pages: 18 Posted: 07 May 2020
Working Paper Series
Financial Services, New York
Downloads 69
71.

Industrial Forecasting with Exponentially Smoothed Recurrent Neural Networks

Number of pages: 30 Posted: 05 May 2020
Working Paper Series
Illinois Institute of Technology
Downloads 359
72.

Adaptive Robust Control in Continuous-Time

Number of pages: 28 Posted: 05 May 2020 Last Revised: 07 May 2020
Working Paper Series
University of Oxford - Mathematical Institute and University of Oxford
Downloads 96
73.

Using Alternative Date to Predict Key Performance Indicators

Number of pages: 38 Posted: 05 May 2020
Working Paper Series
Cornell University - Cornell University, Cornell University - Cornell University, Cornell University - Cornell University, Cornell University - Cornell University, Cornell University - Cornell University, Cornell University - Cornell University, Cornell University - Cornell University and Cornell Financial Engineering Manhattan
Downloads 145
74.

False Dreams of Algorithmic Fairness: The Case of Credit Pricing

Number of pages: 93 Posted: 05 May 2020
Working Paper Series
Harvard University, Law School
Downloads 261
75.

The Changing Economics of Knowledge Production

Number of pages: 35 Posted: 01 May 2020
Working Paper Series
Columbia University - Columbia Business School and Columbia University - Columbia Business School
Downloads 164
76.

Analysis of Bitcoin Returns Volatility using AR-GARCH Modelling

Number of pages: 14 Posted: 27 Apr 2020
Working Paper Series
Alliance University - School of Business
Downloads 56
77.

Machine Learning for Asset Managers (Chapter 1)

Cambridge Elements, 2020
Number of pages: 45 Posted: 27 Apr 2020
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,222
78.

Empowerment of Grassroots Consumers: A Revelatory Case of a Chinese FinTech Innovation

Journal of the Association for Information Systems, Forthcoming
Number of pages: 56 Posted: 22 Apr 2020
Accepted Paper Series
National University of Singapore (NUS), National University of Singapore (NUS) - Department of Information Systems, National University of Singapore (NUS) and South China University of Technology
Downloads 75
79.

Three Quant Lessons from COVID-19

Risk Magazine, April 2020.
Number of pages: 6 Posted: 21 Apr 2020 Last Revised: 01 May 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial Engineering
Downloads 692
80.

Using Long Short-Term Memory Neural Networks to Analyze Sec 13D Filings: A Recipe for Human and Machine Interaction

Intelligent Systems in Accounting, Finance and Management, 26, 153–163, 2019
Posted: 13 Apr 2020
Accepted Paper Series
Rhode Island College - Department of Economics and Finance, Bryant University - Department of Finance and Bryant University - Department of Finance
81.

Optimal Portfolio Trading: Adaptive Multi-period Trade Execution

Number of pages: 20 Posted: 09 Apr 2020 Last Revised: 20 Apr 2020
Working Paper Series
HSE Moscow and BlackRock
Downloads 85
82.

Passive Aggressive Portfolio Selection with Neural Network Ensembles

Number of pages: 27 Posted: 08 Apr 2020
Working Paper Series
AllianceBernstein
Downloads 82
83.

A Forecast Combination Approach to Equity Factor Timing

Risk & Reward, 2020, 1st issue, pp. 41-46
Number of pages: 8 Posted: 07 Apr 2020
Accepted Paper Series
affiliation not provided to SSRN, Invesco and Invesco
Downloads 174
84.

Where Do We Stand in Cryptocurrencies Economic Research? A Survey Based on Hybrid Analysis

Number of pages: 28 Posted: 06 Apr 2020
Working Paper Series
Rovira i Virgili University - Department of Business and Rovira i Virgili University - Department of Business
Downloads 60
85.

Financial Regulation of Consumer-Facing Fintech in India: Status Quo and Emerging Concerns

Number of pages: 48 Posted: 06 Apr 2020
Working Paper Series
Dvara Research
Downloads 57
86.

Who Benefits from Robo-advising? Evidence from Machine Learning

Number of pages: 72 Posted: 03 Apr 2020 Last Revised: 04 Jan 2021
Working Paper Series
Georgetown University and University of Pennsylvania
Downloads 305
87.
Downloads 11
88.

Three Quant Lessons from COVID-19 (Presentation Slides)

Number of pages: 19 Posted: 31 Mar 2020 Last Revised: 08 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering and Hebrew University of Jerusalem
Downloads 10,850
89.

Analysis of the Effect of COVID-19 on the Stock Market and Investing Strategies

Number of pages: 17 Posted: 30 Mar 2020 Last Revised: 11 May 2020
Working Paper Series
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign, College of Business, Department of Finance, University of Illinois at Urbana-Champaign and University of Illinois Urbana Champaign
Downloads 4,431
90.

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

Number of pages: 42 Posted: 27 Mar 2020 Last Revised: 26 Oct 2020
Working Paper Series
Invesco, Invesco, Invesco, Invesco and Quoniam Asset Management
Downloads 454
91.

The Failures of Peer-to-Peer Lending Platform Finance and Politics

Number of pages: 59 Posted: 18 Mar 2020 Last Revised: 12 May 2020
Working Paper Series
Renmin University of China and The Chinese University of Hong Kong (CUHK)
Downloads 101
92.

Transforming Paradigms: A Global AI in Financial Services Survey

Number of pages: 128 Posted: 18 Mar 2020
Working Paper Series
University of Cambridge - Department of Engineering, World Economic Forum, Cambridge Centre for Alternative Finance, Cambridge Judge Business School, University of Cambridge, affiliation not provided to SSRN, University of Cambridge - Cambridge Centre for Alternative Finance, affiliation not provided to SSRN, University of Cambridge - Judge Business School, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Cambridge - Cambridge Centre for Alternative Finance, University of Cambridge, Open University, UK, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Cambridge - Cambridge Centre for Alternative Finance and University of Cambridge - Cambridge Centre for Alternative Finance
Downloads 190
93.

Economic Versus Statistical Clustering in Multi-Asset Multi-Factor Strategies

Risk & Reward, 2020, 1st issue, pp. 26-32
Number of pages: 8 Posted: 16 Mar 2020
Accepted Paper Series
Invesco, Invesco, Invesco and Invesco
Downloads 367
94.

High Frequency Trading Strategy for the 30 Year Treasury Bond

Number of pages: 30 Posted: 13 Mar 2020
Working Paper Series
Citibank, N.A. - Citi Fixed Income Currency & Commodities, Cornell Financial Engineering Manhattan, Cornell University, Cornell University, Cornell University, Cornell University, Cornell University, Cornell University and Cornell University
Downloads 223
95.

Algorithms in Future Capital Markets

Number of pages: 23 Posted: 11 Mar 2020 Last Revised: 13 May 2020
Working Paper Series
Department of Computer Science, University College London, UCL - Computer Science and University College London
Downloads 1,003
96.

Lean Accounting VS Financial Management: Awareness and Overview

Number of pages: 6 Posted: 10 Mar 2020
Working Paper Series
The American University in Cairo
Downloads 62
97.

A Closed-Form Solution for Optimal Mean-Reverting Trading Strategies

Number of pages: 32 Posted: 09 Mar 2020 Last Revised: 24 Mar 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial Engineering
Downloads 6,507
98.

Which European Regulation for Security Tokens?

Number of pages: 13 Posted: 08 Mar 2020
Working Paper Series
Centre européen de droit et d'économie
Downloads 50
99.

Technological Innovation and Discrimination in Household Finance

Number of pages: 28 Posted: 08 Mar 2020
Working Paper Series
University of California, Berkeley - Haas School of Business and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 44
100.

Dependence Structure of Market States

Journal of Statistical Mechanics: Theory and Experiment, 2015(8):P08012, 2015
Number of pages: 19 Posted: 07 Mar 2020
Accepted Paper Series
University of Duisburg-Essen, University of Duisburg-Essen and University of Duisburg-Essen
Downloads 44