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Computer Science Research Network

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Viewing: 1 - 50 of 7,850 papers

1.

A Simplified Approach to Understanding the Kalman Filter Technique

Number of pages: 24 Posted: 07 May 2005 Last Revised: 17 Apr 2008
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Downloads 19,713
2.

Advances in Financial Machine Learning (Chapter 1)

Advances in Financial Machine Learning, Wiley, 1st Edition (2018); ISBN: 978-1-119-48208-6
Number of pages: 61 Posted: 19 Jan 2018
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 9,458
3.

The Alpha Engine: Designing an Automated Trading Algorithm

High Performance Computing in Finance, Chapman & Hall/CRC Series in Mathematical Finance, 2017
Number of pages: 29 Posted: 12 Apr 2017 Last Revised: 03 May 2017
Working Paper Series
Flov technologies, Department of Banking and Finance, UZH and Lykke Corp
Downloads 7,487
4.

A Simple Approach to the Pricing of Bermudan Swaptions in the Multi-Factor Libor Market Model

Number of pages: 26 Posted: 07 Apr 1999
Working Paper Series
Bank of America Merrill Lynch
Downloads 5,905
5.

p-Hacking and False Discovery in A/B Testing

Number of pages: 46 Posted: 18 Jul 2018 Last Revised: 12 Dec 2018
Working Paper Series
University of Pennsylvania, The Wharton School, OpenDoor, Independent and University of Pennsylvania - Marketing Department
Downloads 5,715
6.

A Backtesting Protocol in the Era of Machine Learning

Number of pages: 18 Posted: 13 Nov 2018 Last Revised: 24 Nov 2018
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business and University of California at San Diego
Downloads 5,565
7.

The 7 Reasons Most Econometric Investments Fail (Presentation Slides)

Number of pages: 39 Posted: 23 Apr 2019 Last Revised: 16 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 5,055
8.

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization

Algorithms, 6(1), pp.169-196, 2013
Number of pages: 29 Posted: 08 Jan 2013 Last Revised: 02 Jan 2016
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads 4,818
9.

A Right to Reasonable Inferences: Re-Thinking Data Protection Law in the Age of Big Data and AI

Columbia Business Law Review, 2019(2)
Number of pages: 130 Posted: 05 Oct 2018 Last Revised: 25 Jun 2019
Accepted Paper Series
University of Oxford - Oxford Internet Institute and University of Oxford - Oxford Internet Institute
Downloads 4,365
10.

Machine Learning Risk Models

Journal of Risk & Control 6(1) (2019) 37-64
Number of pages: 26 Posted: 08 Jan 2019 Last Revised: 10 Apr 2019
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 4,267
11.

Ten Financial Applications of Machine Learning (Presentation Slides)

Number of pages: 27 Posted: 18 Jun 2018 Last Revised: 26 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,952
12.

Slave to the Algorithm? Why a 'Right to an Explanation' Is Probably Not the Remedy You Are Looking For

16 Duke Law & Technology Review 18 (2017)
Number of pages: 67 Posted: 24 May 2017 Last Revised: 06 Dec 2017
Accepted Paper Series
University of Newcastle - Law School and University College London, Faculty of Laws
Downloads 3,905
13.

Focused Concept Miner (FCM): Interpretable Deep Learning for Text Exploration

Number of pages: 42 Posted: 08 Jul 2019 Last Revised: 01 Oct 2019
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University, Students and Carnegie Mellon University - David A. Tepper School of Business
Downloads 3,889
14.

Machine Learning in Asset Management

Number of pages: 53 Posted: 18 Jul 2019 Last Revised: 09 Aug 2019
Working Paper Series
FirmAI, UoA, NYU FRE
Downloads 3,887
15.

The Data Protection Officer Handbook

The Data Protection Officer Handbook, 2019
Number of pages: 247 Posted: 02 Aug 2019
Accepted Paper Series
Oxford Martin School - Global Cyber Capacity Centre and Independent
Downloads 3,068
16.

A Survey of Artificial General Intelligence Projects for Ethics, Risk, and Policy

Global Catastrophic Risk Institute Working Paper 17-1
Number of pages: 99 Posted: 16 Nov 2017
Working Paper Series
Global Catastrophic Risk Institute
Downloads 2,838
17.

Beyond Econometrics: A Roadmap Towards Financial Machine Learning

Number of pages: 31 Posted: 22 Apr 2019 Last Revised: 23 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,837
18.

Exploring Signals for Investing in an Initial Coin Offering (ICO)

Number of pages: 14 Posted: 19 Sep 2017
Working Paper Series
Technische Universität Berlin (TU Berlin) - Computer Science, Students
Downloads 2,745
19.

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 2,726
20.

Artificial Intelligence in Human Resources Management: Challenges and a Path Forward

Number of pages: 34 Posted: 01 Nov 2018 Last Revised: 15 Apr 2019
Working Paper Series
University of Pennsylvania Wharton School - Center for Human Resources, Wharton School, U. Pennsylvania and ESSEC Business School
Downloads 2,578
21.

Fairness and Abstraction in Sociotechnical Systems

ACM Conference on Fairness, Accountability, and Transparency (FAT*), Vol. 1, No. 1, Forthcoming
Number of pages: 17 Posted: 07 Nov 2018 Last Revised: 05 Dec 2018
Accepted Paper Series
UCLA School of Law, Data & Society Research Institute, Haverford College, University of Utah and Princeton University
Downloads 2,397
22.

Machine Learning for Stock Selection

Financial Analysts Journal, vol. 75, no. 3 (Third Quarter 2019)
Number of pages: 35 Posted: 04 Mar 2019 Last Revised: 09 Aug 2019
Accepted Paper Series
Gresham Investment Management, LLC and Arwen Advisors
Downloads 2,312
23.

Advances in Financial Machine Learning: Lecture 1/10 (Presentation Slides)

Number of pages: 39 Posted: 21 Oct 2018 Last Revised: 16 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,294
24.

Stock Market Visualization

Journal of Risk & Control 5(1) (2018) 35-140
Number of pages: 103 Posted: 03 Jan 2018 Last Revised: 09 Apr 2018
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 2,118
25.

Taxonomy of Blockchain Technologies. Principles of Identification and Classification

Number of pages: 43 Posted: 01 Jun 2017 Last Revised: 26 Apr 2018
Working Paper Series
UCL Centre for Blockchain Technologies and University of Zurich
Downloads 2,069
26.

Should Robots Pay Taxes? Tax Policy in the Age of Automation

Harvard Law & Policy Review, Vol. 12, 2018
Number of pages: 32 Posted: 15 Mar 2017 Last Revised: 10 Mar 2018
Accepted Paper Series
University of Surrey School of Law and University of Surrey - School of Law
Downloads 2,040
27.

The Impact of Artificial Intelligence on the Labor Market

Number of pages: 61 Posted: 15 Nov 2019 Last Revised: 11 Jan 2020
Working Paper Series
Stanford University - Department of Economics
Downloads 2,005
28.

Estimation of Theory-Implied Correlation Matrices

Number of pages: 18 Posted: 20 Nov 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,000
29.

Artificial Intelligence: Robots, Avatars and the Demise of the Human Mediator

Ohio State Journal on Dispute Resolution, Vol. 25, No. 1, 2010
Number of pages: 60 Posted: 26 Aug 2009 Last Revised: 22 Jun 2014
Accepted Paper Series
Mitchell | Hamline School of Law
Downloads 1,969
30.

Advances in Financial Machine Learning: Lecture 2/10 (Presentation Slides)

Number of pages: 27 Posted: 30 Sep 2018 Last Revised: 26 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,898
31.

An Examination of the Cryptocurrency Pump and Dump Ecosystem

Number of pages: 32 Posted: 03 Jan 2019 Last Revised: 16 Sep 2019
Working Paper Series
University of Tulsa - Tandy School of Computer Science, University of New Mexico - Computer Science Department, University of Tulsa - Tandy School of Computer Science, Technion-Israel Institute of Technology, Berglas School of Economics, Tel Aviv University, University of Tulsa - Tandy School of Computer Science and University of New Mexico - Computer Science Department

Multiple version iconThere are 2 versions of this paper

Downloads 1,829
32.

Advances in Financial Machine Learning: Lecture 9/10 (Presentation Slides)

Number of pages: 41 Posted: 29 Oct 2018 Last Revised: 04 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,775
33.

Ten Applications of Financial Machine Learning

Number of pages: 16 Posted: 22 Apr 2019 Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,767
34.

Discrimination in the Age of Algorithms

Number of pages: 45 Posted: 07 Feb 2019 Last Revised: 12 Feb 2019
Working Paper Series
Cornell University - Department of Computer Science, University of Chicago, Harvard University - Department of Economics and Harvard Law School

Multiple version iconThere are 2 versions of this paper

Downloads 1,709
35.

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 1,704
36.

Situating Methods in the Magic of Big Data and Artificial Intelligence

Communication Monographs, Forthcoming
Number of pages: 30 Posted: 21 Sep 2017
Accepted Paper Series
Data & Society Research Institute and Data & Society Research Institute
Downloads 1,696
37.

Machine Learning for Volatility Trading (Presentation Slides)

Number of pages: 34 Posted: 14 Jun 2018
Working Paper Series
Quantica Capital AG
Downloads 1,676
38.

A Robust Estimator of the Efficient Frontier

Number of pages: 16 Posted: 18 Oct 2019 Last Revised: 06 Dec 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,663
39.

Sustainable and Unchallenged Algorithmic Tacit Collusion

University of Tennessee Legal Studies Research Paper No. 366, Oxford Legal Studies Research Paper No. 16/2019, Northwestern Journal of Technology and Intellectual Property, Forthcoming
Number of pages: 39 Posted: 06 Dec 2018 Last Revised: 11 Oct 2019
Accepted Paper Series
University of Oxford - Faculty of Law and University of Tennessee College of Law
Downloads 1,647
40.

Advances in Financial Machine Learning: Lecture 7/10 (Presentation Slides)

Number of pages: 64 Posted: 15 Oct 2018 Last Revised: 02 Jan 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,582
41.

The Four Horsemen of Machine Learning in Finance

Number of pages: 24 Posted: 24 Sep 2019
Working Paper Series
Illinois Institute of Technology and New York University (NYU) - NYU Tandon School of Engineering
Downloads 1,512
42.

AI and Machine Learning for Risk Management

Published as: Aziz, S. and M. Dowling (2019). “Machine Learning and AI for Risk Management”, in T. Lynn, G. Mooney, P. Rosati, and M. Cummins (eds.), Disrupting Finance: FinTech and Strategy in the 21st Century, Palgrave, pp 33-50.,
Number of pages: 18 Posted: 02 Jul 2018 Last Revised: 10 Feb 2019
Accepted Paper Series
ESC Rennes School of Business and ESC Rennes School of Business
Downloads 1,395
43.

Smart Contracts and the Cost of Inflexibility

University of Pennsylvania Law Review, Vol. 166, 2017
Number of pages: 42 Posted: 06 Sep 2017 Last Revised: 18 Nov 2017
Accepted Paper Series
University of Pennsylvania Law School - Student/Alumni/Adjunct
Downloads 1,343
44.

Supercomputing for Finance: A Gentle Introduction (Presentation Slides)

Number of pages: 20 Posted: 30 Jan 2017 Last Revised: 01 Feb 2017
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,338
45.

Principles Alone Cannot Guarantee Ethical AI

Nature Machine Intelligence, November 2019
Number of pages: 19 Posted: 13 Jun 2019 Last Revised: 05 Nov 2019
Working Paper Series
University of Oxford - Oxford Internet Institute
Downloads 1,295
46.

Deep Learning for Global Tactical Asset Allocation

Number of pages: 17 Posted: 11 Nov 2018 Last Revised: 03 Mar 2019
Working Paper Series
Qplum, affiliation not provided to SSRN and OPTrust
Downloads 1,279
47.

A Novel Approach for Breast Cancer Detection Using Data Mining Techniques

International Journal of Innovative Research in Computer and Communication Engineering (An ISO 3297: 2007 Certified Organization) Vol. 2, Issue 1, January 2014
Number of pages: 17 Posted: 06 Jul 2017
Accepted Paper Series
VBS Purvanchal University and VBS Purvanchal University
Downloads 1,276
48.

Constitutional Democracy and Technology in the age of Artificial Intelligence

DOI 10.1098/RSTA.2018.0089 - Royal Society Philosophical Transactions A
Number of pages: 25 Posted: 11 Sep 2018
Working Paper Series
European Commission
Downloads 1,272
49.

LexNLP: Natural Language Processing and Information Extraction For Legal and Regulatory Texts

Number of pages: 7 Posted: 21 Jun 2018
Working Paper Series
Bommarito Consulting, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads 1,270
50.

Shining a Light on Dark Patterns

U of Chicago, Public Law Working Paper No. 719, University of Chicago Coase-Sandor Institute for Law & Economics Research Paper No. 879
Number of pages: 51 Posted: 07 Aug 2019
Working Paper Series
University of Chicago and University of Chicago Law School
Downloads 1,269