Mehrshad Motahari

University of Cambridge - Judge Business School

Trumpington Street

Cambridge, CB2 1AG

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

764

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Skewness Preference and Market Anomalies

University of Miami Business School Research Paper No. 3166638
Number of pages: 72 Posted: 06 May 2018 Last Revised: 26 Nov 2019
Alok Kumar, Mehrshad Motahari and Richard Taffler
University of Miami - Miami Herbert Business School, University of Cambridge - Judge Business School and University of Warwick - Finance Group
Downloads 595 (49,004)
Citation 1

Abstract:

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Anomalies, commonality, skewness preference, mispricing, trading strategies.

2.
Downloads 98 (292,480)
Citation 1

Artificial Intelligence in Asset Management

WBS Finance Group Research Paper
Number of pages: 73 Posted: 08 Mar 2020 Last Revised: 07 May 2020
Söhnke M. Bartram, Jürgen Branke and Mehrshad Motahari
Warwick Business School - Department of Finance, University of Warwick - Operational Research & Systems (ORS) Subject Group and University of Cambridge - Judge Business School
Downloads 94 (302,630)

Abstract:

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Artificial intelligence, algorithmic trading, portfolio management, risk management, robo-advisors, machine learning, LASSO, neural networks, deep learning, decision trees, random forests, SVM, cluster analysis, genetic algorithms, NLP

Artificial Intelligence in Asset Management

CEPR Discussion Paper No. DP14525
Number of pages: 76 Posted: 25 Mar 2020 Last Revised: 06 May 2020
Söhnke M. Bartram, Jürgen Branke and Mehrshad Motahari
Warwick Business School - Department of Finance, University of Warwick - Operational Research & Systems (ORS) Subject Group and University of Cambridge - Judge Business School
Downloads 4 (706,972)
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Abstract:

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Algorithmic trading, decision trees, deep learning, evolutionary algorithms, Lasso, Machine Learning, neural networks, NLP, random forests, SVM

3.

Geography, Local Sentiment, and Market Anomalies

WBS Finance Group Research Paper No. 258
Number of pages: 50 Posted: 20 Nov 2018 Last Revised: 26 Dec 2019
Mehrshad Motahari
University of Cambridge - Judge Business School
Downloads 71 (355,172)

Abstract:

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Anomalies, Local Predictability, Mispricing, Sentiment, Industry