Sonya Cates

Roger Williams University

Bristol, RI 02809

United States

SCHOLARLY PAPERS

3

DOWNLOADS

62

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Applied Finance and The Third Culture

Number of pages: 31 Posted: 13 Jul 2020 Last Revised: 16 Mar 2021
Sonya Cates, Maria Garrahan and Stephen Lawrence
Roger Williams University, Massachusetts Pension Reserves Investment Management and The Vanguard Group
Downloads 62 (447,050)

Abstract:

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Machine Learning, Econometrics, Applied Finance, Investment Process, Volatility Modeling, GARCH, Elastic Net Blending, Research Culture

2.

A Machine Learning Approach to Research Curation for Investment Process

Journal Of Investment Management (JOIM), Forthcoming
Posted: 09 Jan 2017
The Vanguard Group, Roger Williams University, Independent and State Street Global Exchange

Abstract:

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Machine learning; investment pro- cess; research curation; relevance determination; topic classification; automated categorization

3.

How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios

Journal of Portfolio Management, Vol. 38, No. 1, 2011
Posted: 24 Sep 2011
Harvard University Graduate School of Business, The Bank of New York Mellon, The Vanguard Group and Roger Williams University

Abstract:

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Institutional investors, currencies, loss aversion, framing