London, Ontario
Canada
University of Western Ontario, Department of Economics
SSRN RANKINGS
in Total Papers Downloads
Machine Learning, Return Prediction, High-Frequency, Equity Market, Big Data, Lasso, Elastic Net, Random Forest, Gradient Boosting, Deep Neural Networks, Fintech
Basel 3, Expected Shortfall Backtesting, Regulatory Capital Requirements
Idiosyncratic tail risk, Volume tail risk, Common idiosyncratic tail risk factor, Power law, High-Frequency factor model, Tail risk premia, Intermediary asset pricing
Basel 3, Expected Shortfall Back-testing, Regulatory Capital Requirements
