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Big Data & Innovative Financial Technologies Research Paper Series

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Viewing: 151 - 200 of 678 papers

151.

The Singular Impact of High Conviction Overweight Positions for Active Managers

Number of pages: 6 Posted: 30 Oct 2019
Working Paper Series
Turing Technology Associates Inc
Downloads 101
152.

Calendar Rotations: A New Approach for Studying the Impact of Timing using Earnings Announcements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57 Posted: 28 Oct 2019 Last Revised: 02 Jun 2020
Accepted Paper Series
Stanford Graduate School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
Downloads 637
153.

Spending Less After (Seemingly) Bad News

Number of pages: 49 Posted: 28 Oct 2019 Last Revised: 23 Jul 2020
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Southern California - Marshall School of Business and Stanford Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 178
154.

FinTech Challengers and Incumbents’ Responses: A Window into Innovation Management Strategy Modes within Australia’s Financial Services Sector

Number of pages: 44 Posted: 23 Oct 2019 Last Revised: 31 Oct 2019
Working Paper Series
Sydney Business School, University of Wollongong Australia and University of Melbourne - Law School
Downloads 254
155.

Information Leakage Prior to SEC Form Filings–Evidence from TAQ Millisecond Data

American Finance Association (AFA) 2020 PhD Student Poster
Number of pages: 162 Posted: 22 Oct 2019 Last Revised: 04 Jan 2021
Working Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Washington, Michael G. Foster School of Business, Students
Downloads 138
156.

Machine Learning Asset Allocation (Presentation Slides)

Number of pages: 35 Posted: 18 Oct 2019 Last Revised: 01 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,097
157.

A Robust Estimator of the Efficient Frontier

Number of pages: 16 Posted: 18 Oct 2019 Last Revised: 04 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,150
158.

Using Non-Parametric Count Model for Credit Scoring

Number of pages: 13 Posted: 15 Oct 2019
Working Paper Series
Research Unit: Applied Economics and Simulation and University of Monastir
Downloads 27
159.

Measuring Digital Transformation - The 'Profitability Paradox' and Digital Capabilities

Number of pages: 36 Posted: 10 Oct 2019 Last Revised: 27 Aug 2020
Working Paper Series
University of Muenster and University of Muenster
Downloads 380
160.

Q&A on Financial Machine Learning (Course Materials)

Number of pages: 4 Posted: 07 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,237
161.

Individual Claims Reserving in Creditor Protection Insurance Using Machine Learning

Number of pages: 21 Posted: 03 Oct 2019
Working Paper Series
Sapienza University of Rome
Downloads 39
162.

Tactical Investment Algorithms

Number of pages: 11 Posted: 30 Sep 2019 Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 4,863
163.

Crowdsourced Investment Research through Tournaments

Journal of Financial Data Science, Vol. 2, No. 1, 2020, https://jfds.pm-research.com/content/2/1/86
Posted: 25 Sep 2019 Last Revised: 24 May 2020
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and EDHEC Business School
164.

The Four Horsemen of Machine Learning in Finance

Number of pages: 24 Posted: 24 Sep 2019
Working Paper Series
Illinois Institute of Technology and Fidelity Investments, Inc.
Downloads 2,297
165.

The Big Data Usability’s Trends in Education: A Systematic Literature Review

International Journal of Mechanical Engineering and Technology 10(3), 2019, pp. 1974–1981
Number of pages: 8 Posted: 24 Sep 2019
Accepted Paper Series
Information Systems Department, School of Information System, Bina Nusantara University, Jakarta, Indonesia 11480, Bina Nusantara University, School of Information Systems, Jakarta, Indonesia 11480, Faculty of Computer Science, Universitas Indonesia, Depok 16424, Indonesia and Bina Nusantara University, Jakarta Indonesia
Downloads 61
166.

Machine Learning and AI: Editor’s Foreword

Quantitative Finance, 19 (9): 1445-1448 (2019)
Number of pages: 6 Posted: 23 Sep 2019
Accepted Paper Series
Stevens Institute of Technology, School of Business, Bloomberg L.P. and University College London
Downloads 273
167.

A Multivariate Distance Nonlinear Causality Test Based on Partial Distance Correlation: A Machine Learning Application to Energy Futures

Quantitative Finance, 2019, 19 (9): 1531-1542.
Number of pages: 27 Posted: 23 Sep 2019
Accepted Paper Series
Stevens Institute of Technology, School of Business and Stevens Institute of Technology
Downloads 76
168.

Digitization and Automation: Firm Investment and Labor Outcomes

Number of pages: 64 Posted: 23 Sep 2019 Last Revised: 11 Dec 2019
Working Paper Series
Downloads 128
169.

Contracting in the Age of Smart Contracts

Washington Law Review, Forthcoming
Number of pages: 42 Posted: 16 Sep 2019 Last Revised: 16 Dec 2020
Accepted Paper Series
Nazarian School of Business & Economics, California State University, Northridge
Downloads 321
170.

The Sustainability and Profitability of Bitcoin Mining: A Time-Varying Granger Causality Approach

Number of pages: 14 Posted: 14 Sep 2019
Working Paper Series
Zhengzhou University, School of Accounting, Finance and Economics, University of Waikato, University of Waikato - Department of Economics and Finance and School of Accounting, Finance and Economics,, Waikato Management School, University of Waikato
Downloads 71
171.

Eye in the Sky: Private Satellites and Government Macro Data

Journal of Financial Economics (JFE), Forthcoming, HKUST IEMS Working Paper No. 2019-68
Number of pages: 59 Posted: 12 Sep 2019 Last Revised: 24 Feb 2020
Accepted Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 265
172.

The Past and Future of Quantitative Research (Presentation Slides)

Number of pages: 22 Posted: 11 Sep 2019 Last Revised: 17 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,483
173.

Investors’ Financial Attention Frequency and Trading Activity

Pacific-Basin Finance Journal, Vol. 58, No. 101239, 2019
Number of pages: 56 Posted: 07 Sep 2019 Last Revised: 20 Jan 2020
Accepted Paper Series
Chongqing University - School of Economy and Business Administration and Chongqing University - School of Economics and Business Administration
Downloads 61
174.

Machine Valuation

Number of pages: 56 Posted: 07 Sep 2019
Working Paper Series
University of Auckland - Department of Accounting and Finance and University of Auckland - University of Auckland, Business School
Downloads 413
175.

A New Chinese Financial Sentiment Dictionary for Textual Analysis in Accounting and Finance

Number of pages: 21 Posted: 07 Sep 2019
Working Paper Series
Shanghai Lixin University of Commerce - School of Accounting and Finance, Dekui Jia, Shanghai Advanced Institute of Finance, Shanghai Jiaotong University and New Jersey Institute of Technology
Downloads 276
176.

The Impact of Audit Technology on Audit Outcomes: Technology-Based Audit Techniques’ Impact on Internal Auditing

Number of pages: 51 Posted: 04 Sep 2019 Last Revised: 05 Aug 2020
Working Paper Series
University of Duisburg-Essen, Mercator School of Management, University of Arkansas - Sam M. Walton College of Business, The University of Mississippi and Brigham Young University - School of Accountancy
Downloads 555
177.

Big Data & Data Science in Information Law and Policy Research

Bodó, B., & van de Velde, R. N. (2019). Big Data & Data Science in information law and policy research. In H. Van den Bulck, M. Puppis, K. Donders, & L. Van Audenhove (Eds.), Palgrave Handbook of Methods for Media Policy Research Palgrave Macmillan.
Number of pages: 16 Posted: 28 Aug 2019
Accepted Paper Series
University of Amsterdam - Institute for Information Law (IViR) and University of Amsterdam - Informatics Institute
Downloads 3
178.

A Machine Learning Approach to the Fama-French Three- and Five-Factor Models

Number of pages: 28 Posted: 24 Aug 2019
Working Paper Series
Qatar University - College of Business and Economics, AiFi Technologies LLC and People’s Bank of China
Downloads 15
179.

Tokenized Securities and Commercial Real Estate

Number of pages: 46 Posted: 20 Aug 2019 Last Revised: 01 Sep 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Independent, ESE Business School - Universidad de los Andes (Chile), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Independent
Downloads 375
180.

Forward-looking P

Number of pages: 37 Posted: 17 Aug 2019
Working Paper Series
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology, ETH Zürich and Karlsruhe Institute of Technology
Downloads 204
181.

Analysis of Murabaha Financing from Influence of Asset, Deposit Fund, and Profitability

Journal of Economics and Business Vol.2, No.3, 2019: 618-626
Number of pages: 10 Posted: 15 Aug 2019
Accepted Paper Series
Fakultas Ekonomi dan Bisnis, Universitas Mercu Buana and Fakultas Ekonomi & Bisnis Universitas Mercu Buana

Multiple version iconThere are 2 versions of this paper

Downloads 1
182.

Random Walk Model From the Point of View of Algorithmic Trading

Number of pages: 12 Posted: 13 Aug 2019
Working Paper Series
Fidessa Group plc, Fidessa Group, London and Fidessa Group, London
Downloads 179
183.

An Instantaneous Market Volatility Estimation

Number of pages: 16 Posted: 12 Aug 2019 Last Revised: 14 Aug 2019
Working Paper Series
Fidessa Group plc and Fidessa Group, London
Downloads 106
184.

Alternative Usage Areas of Cryptocurrencies

Posted: 11 Aug 2019
Working Paper Series
Independent
185.

Bitcoin Returns and the Weekday Effect

Number of pages: 16 Posted: 09 Aug 2019
Working Paper Series
University of Vale do Rio dos Sinos (UNISINOS) - Unisinos Business School, UNSW Business School and University of Bologna
Downloads 143
186.

The Marginal Cost of Mining, Metcalfe's Law and Cryptocurrency Value Formation: Causal Inferences from the Instrumental Variable Approach

Number of pages: 29 Posted: 08 Aug 2019
Working Paper Series
University of Northumbria at Newcastle, University of Northumbria at Newcastle, University of Northumbria at Newcastle and University of Northumbria at Newcastle
Downloads 72
187.

Blockchain Speculation or Value Creation? Evidence from Corporate Investments

Financial Management, forthcoming, https://doi.org/10.1111/fima.12336
Number of pages: 34 Posted: 23 Jul 2019 Last Revised: 30 Sep 2020
Accepted Paper Series
Florida State University - College of Business, Middle Tennessee State University - Department of Economics and Finance and College of Business, Stony Brook University
Downloads 234
188.

Machine Learning Implications for Banking Regulation

Number of pages: 33 Posted: 22 Jul 2019 Last Revised: 06 Aug 2019
Working Paper Series
Commodity Futures Trading Commission (CFTC) and Independent
Downloads 461
189.

Machine Learning in Asset Management

JFDS: https://jfds.pm-research.com/content/2/1/10
Number of pages: 65 Posted: 18 Jul 2019 Last Revised: 23 Jun 2020
Working Paper Series
The Alan Turing Institute
Downloads 7,200
190.

A Surprising Thing: The Application of Machine Learning Ensembles and Signal Theory to Predict Earnings Surprises

Number of pages: 103 Posted: 17 Jul 2019 Last Revised: 25 Mar 2020
Working Paper Series
The Alan Turing Institute
Downloads 1,089
191.

Building Diversified Portfolios that Outperform Out-of-Sample

Journal of Portfolio Management, 2016; https://doi.org/10.3905/jpm.2016.42.4.059.
Number of pages: 31 Posted: 17 Jul 2019 Last Revised: 17 Jul 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 15,883
192.

The Exchange of Flow Toxicity

The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011; https://doi.org/10.3905/jot.2011.6.2.008. , Johnson School Research Paper Series No. 10-2011
Number of pages: 12 Posted: 17 Jul 2019 Last Revised: 17 Jul 2019
Working Paper Series
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial Engineering and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 6,827
193.

Digital Market Perfection

117 Michigan Law Review 815 (2019)
Number of pages: 71 Posted: 15 Jul 2019 Last Revised: 08 Nov 2019
Accepted Paper Series
Boston University - School of Law
Downloads 299
194.

Nominal Stock Price Anchors: A Global Phenomenon?

HKUST IEMS Working Paper No. 2019-64
Number of pages: 34 Posted: 15 Jul 2019
Working Paper Series
York University - Schulich School of Business, Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, John Carroll University - Department of Economics & Finance and University of Hawaii at Manoa - Shidler College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 28
195.

The Memory Advantage of Long Short-Term Memory Networks for Bond Yield Forecasting

Number of pages: 13 Posted: 12 Jul 2019
Working Paper Series
University of Southampton - Department of Electronics and Computer Science, University of Southampton - School of Electronics and Computer Science (ECS), University of Southampton - Southampton Business School and University of Southampton - Department of Electronics and Computer Science
Downloads 216
196.

Does 5-Minute RV Outperform Other Realized Measures in the Cryptocurrency Market?

Number of pages: 20 Posted: 10 Jul 2019 Last Revised: 01 Apr 2020
Working Paper Series
University of Tokyo - Graduate School of Public Policy
Downloads 115
197.

Impact of Readability on Corporate Bond Market

Journal of Risk and Financial Management, 12(4), 2019
Number of pages: 34 Posted: 03 Jul 2019 Last Revised: 02 Feb 2020
Accepted Paper Series
Quoniam Asset Management GmbH
Downloads 62
198.

Regulatory and Market Challenges of Initial Coin Offerings

European Corporate Governance Institute - Law Working Paper No. 461/2019
Number of pages: 51 Posted: 02 Jul 2019 Last Revised: 05 Jul 2019
Accepted Paper Series
Universidad Autonoma de Madrid, Consejo Superior de Investigaciones Científicas (Spanish National Research Council), Universidad Autónoma de Madrid and Universidad Autónoma de Madrid
Downloads 192
199.

How Does a Firm Adapt in a Changing World? The Case of Prosper Marketplace

Number of pages: 70 Posted: 26 Jun 2019 Last Revised: 02 Jan 2021
Working Paper Series
Nanyang Technological University (NTU) and Johns Hopkins University - Carey Business School
Downloads 71
200.

'I Access Your Data, You Access Mine'. Requiring Data Reciprocity in Payment Services

International Review of Intellectual Property and Competition Law - IIC, 51, 2020, p. 307-329 (forthco)
Number of pages: 27 Posted: 25 Jun 2019 Last Revised: 07 Oct 2020
Accepted Paper Series
University of Salento and University of Milan
Downloads 172