Search Results
Big Data & Innovative Financial Technologies Research Paper Series

Cover image
628,862 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 101 - 150 of 678 papers

101.

Clustered Feature Importance (Presentation Slides)

Number of pages: 35 Posted: 06 Mar 2020 Last Revised: 28 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,257
102.

Impact of Nonstationarity on Estimating and Modeling Empirical Copulas of Daily Stock Returns

Journal of Risk, 19(1):1-23, 2016
Number of pages: 19 Posted: 05 Mar 2020
Accepted Paper Series
University of Duisburg-Essen and University of Duisburg-Essen

Multiple version iconThere are 2 versions of this paper

Downloads 40
103.

Deep Learning for Asset Bubbles Detection

Swiss Finance Institute Research Paper No. 20-08
Number of pages: 27 Posted: 02 Mar 2020 Last Revised: 09 Mar 2020
Working Paper Series
HEC Lausanne and EPFL
Downloads 203
104.

Overfitting: Causes and Solutions (Seminar Slides)

Number of pages: 24 Posted: 26 Feb 2020 Last Revised: 02 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,024
105.

The Stock Market Tips

Number of pages: 42 Posted: 25 Feb 2020 Last Revised: 02 Dec 2020
Working Paper Series
Binghamton University, The State University of New York
Downloads 41
106.

Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia

Number of pages: 71 Posted: 24 Feb 2020 Last Revised: 07 Jul 2020
Working Paper Series
Eberhard Karls Universität Tübingen, University of Tuebingen - Faculty of Economics and Social Sciences, Goethe University Frankfurt and University of Tübingen
Downloads 240
107.

Learning Cross-dependency of Cryptocurrencies from Multivariate Time Series Models

Number of pages: 8 Posted: 18 Feb 2020
Working Paper Series
affiliation not provided to SSRN and The University of Sydney
Downloads 27
108.

Using Natural Language Processing to Assess Text Usefulness to Readers: The Case of Conference Calls and Earnings Prediction

Number of pages: 53 Posted: 14 Feb 2020 Last Revised: 05 Jun 2020
Working Paper Series
Washington University in Saint Louis - Olin Business School, Washington University in St. Louis and Brigham Young University
Downloads 628
109.

The Privacy Judgment and Financial Inclusion in India

Economic & Political Weekly (EPW), Vol LII No. 51, 2017
Number of pages: 4 Posted: 13 Feb 2020
Accepted Paper Series
Dvara Research
Downloads 13
110.

Introduction

Proceedings of The First International Conference on Artificial Intelligence Applications on Wall Street, published by the IEEE Computer Society Press (1991), ISBN 0-8186-2240-7
Number of pages: 8 Posted: 13 Feb 2020
Working Paper Series
Inductive Solutions, Inc.
Downloads 14
111.

Digitalization of Finances Instrument of Current Challenges at the Payment System

Number of pages: 17 Posted: 12 Feb 2020
Working Paper Series
Romanian Academy
Downloads 43
112.

A Network Analysis of Information Diffusion in the Financial Sector

University of Miami Business School Research Paper No. 3516784
Number of pages: 38 Posted: 06 Feb 2020 Last Revised: 05 Jan 2021
Working Paper Series
University of Miami - Department of Finance and Bowling Green State University - Department of Finance
Downloads 92
113.

Analysis of Users’ Behaviour and Adoption Trends of Social Media Payment Platforms

2019 International Conference on Computing, Electronics & Communications Engineering (iCCECE), London, United Kingdom, 2019, pp. 197-202. DOI: 10.1109/iCCECE46942.2019.8941991
Number of pages: 6 Posted: 29 Jan 2020
Accepted Paper Series
Xiamen University Malaysia Campus and Léonard de Vinci Pôle Universitaire
Downloads 61
114.

The Social Media Risk Premium

Number of pages: 48 Posted: 29 Jan 2020
Working Paper Series
George Washington University - Department of Finance, George Washington University - Department of Finance, George Mason University - Department of Finance and George Washington University - School of Business - Department of Finance
Downloads 258
115.

Machine Learning-Based Financial Statement Analysis

Number of pages: 69 Posted: 27 Jan 2020 Last Revised: 03 Dec 2020
Working Paper Series
University of Oxford - Said Business School, Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 1,261
116.

Leverage of Perceived Usefulness, Perceived Ease of Use, Information Quality, Behavioral Intention towards Intention to Use Mobile Banking

Number of pages: 10 Posted: 26 Jan 2020
Working Paper Series
State University of Jakarta, Faculty of Economics, Students and State University of Jakarta - Faculty of Economics
Downloads 82
117.

Background Noise? TV Advertising Affects Real-Time Investor Behavior

Management Science, Accepted.
Number of pages: 64 Posted: 20 Jan 2020 Last Revised: 29 Dec 2020
Accepted Paper Series
Cornell University and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 647
118.

Codependence (Presentation Slides)

Number of pages: 34 Posted: 15 Jan 2020 Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,750
119.

Practical Machine Learning Approach for Stock Trading Strategies using Alternative Dataset

Number of pages: 10 Posted: 13 Jan 2020 Last Revised: 04 May 2020
Working Paper Series
Columbia University - Department of Industrial Engineering and Operations Research (IEOR), Columbia University - Fu Foundation School of Engineering and Applied Science and Columbia University - Department of Statistics
Downloads 182
120.

Clustering (Presentation Slides)

Number of pages: 34 Posted: 10 Jan 2020 Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,224
121.

Machine Learning, Big Data and the Regulation of Consumer Credit Markets: The Case of Algorithmic Credit Scoring

N Aggarwal, H Eidenmüller, L Enriques, J Payne, K van Zwieten (eds) Autonomous Systems and the Law (Beck 2019)
Number of pages: 6 Posted: 08 Jan 2020
Working Paper Series
University of Oxford - Oxford Internet Institute
Downloads 204
122.

Hierarchical Risk Parity: Accounting for Tail Dependencies in Multi-Asset Multi-Factor Allocations

Chapter 9 in: Machine Learning and Asset Management, Emmanuel Jurczenko (ed.), Iste and Wiley, 2020, pp. 332-368
Number of pages: 33 Posted: 08 Jan 2020 Last Revised: 09 Nov 2020
Working Paper Series
Invesco, Invesco and Metzler Asset Management
Downloads 1,495
123.

Ride the Lightning: Turning Bitcoin into Money

Number of pages: 29 Posted: 07 Jan 2020 Last Revised: 26 Jan 2020
Working Paper Series
University of Bergen and Bank of England
Downloads 192
124.

Integrating Time Series and Cross-Sectional Signals for Optimal Commodity Portfolios

Number of pages: 45 Posted: 01 Jan 2020 Last Revised: 26 Oct 2020
Working Paper Series
University of Zurich and Invesco
Downloads 267
125.

How to Measure the Liquidity of Cryptocurrencies?

Number of pages: 43 Posted: 01 Jan 2020 Last Revised: 08 Mar 2020
Working Paper Series
University of Klagenfurt, University of Graz, Queen's University - Smith School of Business and University of Mannheim - Finance Area
Downloads 215
126.

An Econometric Model for Intraday Electricity Trading

Philosophical Transactions of the Royal Society A, Forthcoming
Number of pages: 26 Posted: 31 Dec 2019 Last Revised: 03 Aug 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 510
127.

Testimony before the U.S. House of Representatives – Committee on Financial Services – Task Force on Artificial Intelligence

Number of pages: 13 Posted: 30 Dec 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 149
128.

The Anatomy of Trading Algorithms

Number of pages: 50 Posted: 18 Dec 2019 Last Revised: 21 Jan 2021
Working Paper Series
Arizona State University (ASU) - Finance Department and Arizona State University (ASU) - Finance Department
Downloads 481
129.

Using Machine Learning to Detect Misstatements

Review of Accounting Studies, Forthcoming
Number of pages: 53 Posted: 17 Dec 2019 Last Revised: 25 Feb 2020
Accepted Paper Series
Washington University in St. Louis - John M. Olin Business School, Washington University in St. Louis - John M. Olin Business School, University of California San Diego and Columbia University - Columbia Business School
Downloads 495
130.

The Social Internetwork and Stock Returns

Number of pages: 52 Posted: 16 Dec 2019 Last Revised: 23 Dec 2019
Working Paper Series
Carleton University - Eric Sprott School of Business and Queen's University - Smith School of Business
Downloads 142
131.

Exploring Corporate Event Data and Volatility, Considerations for Academic and Financial Industry Research

Wall Street Horizon - Michael Raines, Quantitative Solutions Team, Q1, 2020 With a foreword by Ed deHaan, University of Washington, Foster School of Business
Number of pages: 12 Posted: 26 Nov 2019 Last Revised: 26 Nov 2019
Accepted Paper Series
Wall Street Horizon
Downloads 126
132.

Advances in Financial Machine Learning: Numerai's Tournament (seminar slides)

Number of pages: 40 Posted: 25 Nov 2019 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,657
133.

The Value of Differing Points of View: Evidence from Financial Analysts' Geographic Diversity

Number of pages: 44 Posted: 18 Nov 2019 Last Revised: 19 Aug 2020
Working Paper Series
University of Kentucky - Finance and Saint Louis University - Department of Finance
Downloads 296
134.

The Partisanship of Financial Regulators

Number of pages: 33 Posted: 14 Nov 2019
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management, University of South Florida Muma College of Business, Washington University in St. Louis - John M. Olin Business School and University of South Florida
Downloads 165
135.

Deep Hedging: Learning to Simulate Equity Option Markets

Number of pages: 13 Posted: 14 Nov 2019
Working Paper Series
University of Kaiserslautern - Department of Mathematics, JP Morgan, JP Morgan Chase and JP Morgan
Downloads 836
136.

Advances in Financial Machine Learning: Lecture 10/10 (seminar slides)

Number of pages: 44 Posted: 14 Nov 2019 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,057
137.

Learning Word Embeddings from 10-K Filings for Financial NLP Tasks

Number of pages: 10 Posted: 14 Nov 2019 Last Revised: 05 Jun 2020
Working Paper Series
Stony Brook University - Department of Applied Mathematics & Statistics
Downloads 393
138.

Chairman's Introduction

Proceedings of the The Second International Conference on Artificial Intelligence Applications on Wall Street, published by the Software Engineering Press (1993), ISBN 0-938801-07-4
Number of pages: 5 Posted: 13 Nov 2019
Accepted Paper Series
Inductive Solutions, Inc.

Multiple version iconThere are 2 versions of this paper

Downloads 14
139.

Operational Process Risk: A Further Discussion

Number of pages: 14 Posted: 12 Nov 2019
Working Paper Series
OpsRisk Limited
Downloads 31
140.

Who Runs China? A Story Told by Machine Learning

Number of pages: 60 Posted: 11 Nov 2019
Working Paper Series
Durham University Business School, Fordham University, University of Pennsylvania - Statistics Department and St. John's University - Department of Economics and Finance
Downloads 156
141.

Chairman's Introduction

Proceedings of The Third International Conference on Artificial Intelligence Applications on Wall Street, published by the Software Engineering Press (1995), ISBN 0-938801-09-0
Number of pages: 6 Posted: 11 Nov 2019 Last Revised: 25 Nov 2019
Accepted Paper Series
Inductive Solutions, Inc.

Multiple version iconThere are 2 versions of this paper

Downloads 11
142.

Money Laundering Through Bitcoin: The Emerging Implications of Technological Advancement.

Number of pages: 19 Posted: 10 Nov 2019
Working Paper Series
Middlesex University and Middlesex University, Students
Downloads 159
143.

Sector Neutral Portfolios: Long Memory Motifs Persistence in Market Structure Dynamics

Number of pages: 14 Posted: 08 Nov 2019
Working Paper Series
University College London and University College London
Downloads 36
144.

FinTech Regulation Subject to Human Psychology

Posted: 06 Nov 2019
Working Paper Series
National Research University Higher School of Economics
145.

Preventing Predation & Encouraging Innovation in Fintech Lending

Howard Law Research Paper
Number of pages: 19 Posted: 06 Nov 2019
Working Paper Series
Howard University School of Law
Downloads 150
146.

Artificial Intelligence Alter Egos:Who benefits from Robo-investing?

Number of pages: 75 Posted: 06 Nov 2019 Last Revised: 06 Nov 2019
Working Paper Series
UCLouvain, Louvain School of Management - Louvain Finance, UCLouvain - Louvain Finance, University of North Carolina Kenan-Flagler Business School and University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Downloads 140
147.

Understanding Ensemble Active Management: Innovation in Action

Number of pages: 14 Posted: 06 Nov 2019
Working Paper Series
Turing Technology Associates Inc, Bell Family Interests, LLC and Independent
Downloads 67
148.

Relative Sentiment and Machine Learning for Tactical Asset Allocation

Number of pages: 36 Posted: 05 Nov 2019 Last Revised: 03 Sep 2020
Working Paper Series
Independent
Downloads 283
149.

Financial Technology and the Inequality Gap

Swiss Finance Institute Research Paper No. 21-04
Number of pages: 80 Posted: 04 Nov 2019 Last Revised: 21 Jan 2021
Working Paper Series
New York University (NYU), Department of Economics, Students
Downloads 217
150.

Data Defense in Sustainable Investing

Number of pages: 24 Posted: 01 Nov 2019
Working Paper Series
Stanford University - Global Projects Center, APG Asset Management and Stanford University
Downloads 238