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Bayes Business School (formerly Cass)
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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
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Algorithmic trading, decision trees, deep learning, evolutionary algorithms, Lasso, Machine Learning, neural networks, NLP, random forests, SVM
Market anomalies, skewness preference, mispricing, idiosyncratic skewness, investor sentiment.
Star firms, earnings predictability, return predictability, information spillover JEL Codes: G12, sell-side equity analysts, earnings predictability, return predictability, information spillover JEL Codes: G12
Anomalies, Local predictability, Mispricing, Sentiment, Peer effects
