Apurv Jain

MacroXStudio

981 Mission st.

San Francisco, CA 94103

United States

http://www.macroxstudio.com

Harvard Business School

Soldiers Field Road

Morgan 270C

Boston, MA 02163

United States

Microsoft Corporation - Microsoft Research - Redmond

Building 99

Redmond, WA

United States

  • Harvard Business School

  • Microsoft Corporation - Microsoft Research - Redmond

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 30,277

SSRN RANKINGS

Top 30,277

in Total Papers Downloads

3,555

TOTAL CITATIONS

5

Ideas:
“  Synthesizing many TYPES of alternative ("Big Data") - micro (credit card, accounting, job postings etc.), social (twitter, google, reddit etc.), sensor (emissions, nightlights, mobility etc.) to better understand the macroeconomy. Know Faster, Invest Better (www.macroxstudio.com).  ”

  • Harvard Business School

  • Microsoft Corporation - Microsoft Research - Redmond

Scholarly Papers (9)

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1.

Macro Forecasting Using Alternative Data

Number of pages: 48 Posted: 18 Dec 2018 Last Revised: 17 Sep 2019
Apurv Jain
MacroXStudio
Downloads 1,108 (42,030)

Abstract:

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Big Data, Macro Forecasting, Alternative Data, Non Farm Payrolls, Artifical Intelligence, Machine Learning

2.

Alternative Data and ML for Macro Nowcasting

Number of pages: 45 Posted: 04 Dec 2022
Apurv Jain
MacroXStudio
Downloads 858 (59,883)

Abstract:

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Nowcasting, Alternative data, Big Data, Machine Learning, AI, NFP, jobs report

3.

Is Accounting Useful for Forecasting GDP Growth? A Machine Learning Perspective

Number of pages: 57 Posted: 19 Apr 2021 Last Revised: 26 Apr 2021
Srikant Datar, Apurv Jain, Charles C. Y. Wang and Siyu Zhang
Harvard University - Accounting & Control Unit, MacroXStudio, Harvard University - Business School (HBS) and Harvard Business School
Downloads 456 (133,710)

Abstract:

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Accounting; Big Data; Elastic Net; GDP Growth; Machine Learning; Macro Forecasting; Short Fat Data

4.

Are Carry Trade Risks Systematic Risks Now? An Analysis of the Dynamics of Carry Trade Risks

Number of pages: 63 Posted: 02 Feb 2010 Last Revised: 20 Jul 2011
Apurv Jain
MacroXStudio
Downloads 352 (179,452)
Citation 1

Abstract:

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Carry Trade, Systematic Risk, Central Bank, Currency Cross Section, Emerging Markets Carry

5.

The Psychology of Job Loss: Using Social Media Data to Characterize and Predict Unemployment

Number of pages: 10 Posted: 25 May 2016 Last Revised: 02 Jul 2016
Davide Proserpio, Scott Counts and Apurv Jain
Marshall School of Business - University of Southern California, Microsoft Corporation and MacroXStudio
Downloads 325 (196,209)
Citation 3

Abstract:

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Big Data, Social Media, Unemployment, Micro Foundation, Psychology, Job Market

6.

Book Review: Weapons of Math Destruction by Cathy O'Neill

Number of pages: 3 Posted: 16 Jun 2018
Apurv Jain
MacroXStudio
Downloads 217 (294,583)

Abstract:

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Weapons of Math Destruction, Review, Quant Models, Derivatives, Big Data

7.

Echo Chambers in Investment Discussion Boards

Proceedings of the 17th International AAAI Conference on Web and Social Media (ICWSM 2017)
Number of pages: 11 Posted: 10 Apr 2017
Shiliang Tang, Qingyun Liu, Megan McQueen, Scott Counts, Apurv Jain, Heather Zheng and Ben Zhao
University of California, Santa Barbara (UCSB), University of California, Santa Barbara (UCSB), Yale University, Microsoft Corporation, MacroXStudio, University of California, Santa Barbara (UCSB) and University of California, Santa Barbara (UCSB)
Downloads 171 (366,509)
Citation 1

Abstract:

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Investment Discussion Boards, Trading Volume, Volatilility, Echo Chamber, Positivity Bias, Behavioral Finance, Active Trading, Information Content

8.

Privacy vs. Alpha: A Conversation

Number of pages: 10 Posted: 04 Nov 2019
Apurv Jain and Neil Seeman
MacroXStudio and affiliation not provided to SSRN
Downloads 68 (699,960)

Abstract:

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Data Privacy, Investment Alpha, Big Data, Machine learning, Moral Hazard

9.

Improvised Marketing Interventions in Social Media

https://journals.sagepub.com/doi/10.1177/0022242919899383
Posted: 11 Feb 2021
Abhishek Borah, Sourindra Banerjee, Yu-Ting Lin, Apurv Jain and Andreas B. Eisingerich
INSEAD, University of Leeds - Faculty of Business, University of New South Wales, MacroXStudio and Imperial College London

Abstract:

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firm value, humor, improvisation, improvised marketing interventions, social media, virality