Alexander Fleiss

Rebellion Research

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 25,756

SSRN RANKINGS

Top 25,756

in Total Papers Downloads

3,700

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Ideas:
“  Machine Learning, National Defense, Natural Language Processing, Space & Market Physics, Reinforecement Learning, Financial Engineering, Economics, Artificial Intelligence Investing & Machine Learning Investing, check out my think tank: https://www.rebellionresearch.com/  ”

Scholarly Papers (20)

1.

Deep Reinforcement Learning & Feature Extraction For Constructing Alpha Generating Equity Portfolios

Number of pages: 7 Posted: 08 Nov 2021 Last Revised: 18 Nov 2021
Rebellion Research, Cornell University, Ithaca, New York, Société Générale, Columbia University, Graduate School of Arts and Sciences, Department of Mathematics, Mathematics of Finance, Mathematics of Finance MA Program, Students, Rutgers Business School - Rutgers University, University of Chicago, New York University (NYU), Leonard N. Stern School of Business, Department of Management and Organizational Behavior, Students and Columbia University, Graduate School of Arts and Sciences, Department of Mathematics, Mathematics of Finance, Mathematics of Finance MA Program, Students
Downloads 656 (74,671)

Abstract:

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Exchanges/markets/clearing- houses, statistical methods, simulations, big data/machine learning, deep reinforcement learning

2.

Has Bitcoin become less volatile with global acceptance?

Number of pages: 6 Posted: 20 Jan 2022
Alexander Fleiss, Donghwan Kim and Wanjing Zhang
Rebellion Research, Columbia University, Master of Science in Financial Engineering and Central University of Finance and Economics
Downloads 338 (164,237)

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Cryptocurrency, Liquidity, Momentum, Risk Analysis,

3.

The Bermuda Triangle : Data Science Approach : Anomaly or Sensationalism?

Number of pages: 9 Posted: 30 Jan 2022
Alexander Fleiss and Jin Kuan
Rebellion Research and The University of Minnesota
Downloads 292 (191,751)

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Bermuda Triangle, disappearances, disorientation, environmental anomalies, myth

4.

Applying Machine Learning to SEC 13F Investment Manager Filings for Portfolio Construction and Rebalancing

Number of pages: 9 Posted: 10 Feb 2023
Yinan Chen, Yiwen Song, Samson Qian and Alexander Fleiss
Rutgers, The State University of New Jersey - Rutgers University, Newark, Imperial College London, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Rebellion Research
Downloads 271 (206,951)

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13f, machine-learning, portfolio-construction, portfolio-rebalancing

5.

Risk Analysis of Cryptocurrency

International Journal of Cryptocurrency Research, Forthcoming
Number of pages: 48 Posted: 20 Sep 2021 Last Revised: 20 Dec 2021
Alexander Fleiss, Gihyen Eom and Eric Tu
Rebellion Research, Columbia Mathematics of Finance and UC Berkeley School of Financial Engineering
Downloads 256 (219,003)
Citation 1

Abstract:

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Cryptocurrency, Liquidity, Momentum, Risk Analysis, Factor Model, PCA

6.

Forecasting Stock Price Changes Using Natural Language Processing

Number of pages: 31 Posted: 05 Oct 2021
Alexander Fleiss and Han Cui
Rebellion Research and Fidelity Investments, Inc.
Downloads 249 (225,133)

Abstract:

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Investing, Natural Language Processing, Machine Learning, Artificial Intelligence

7.

Why Was Long Term Capital Management (LTCM) Saved By The Government And Lehman Brothers Left To Fail?

Number of pages: 7 Posted: 06 Apr 2022
Alexander Fleiss and Amrith Kumaar
Rebellion Research and Cornell University, Ithaca, New York
Downloads 231 (242,100)

Abstract:

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8.

Policy Gradient Learners in Trading Agricultural ETFs

Number of pages: 27 Posted: 01 Apr 2021
Rebellion Research, Northwestern University, Trinity School in New York City, Cornell University and Amherst College
Downloads 167 (324,975)

Abstract:

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9.

Bayesian Learning For Machine Learning Investing

Number of pages: 15 Posted: 10 Nov 2021
Alexander Fleiss and Jeremy Newton
Rebellion Research and BlackRock, Inc
Downloads 166 (326,674)

Abstract:

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Exchanges/markets/clearing- houses, statistical methods, simulations, big data/machine learning, deep reinforcement learning

10.

Can The Meme Stock Index Act As An Equity Risk Forecasting Mechanism?

Number of pages: 13 Posted: 11 May 2023
Maximus Ong, Zhijiang Chen and Alexander Fleiss
Rebellion Research, Rebellion Research and Rebellion Research
Downloads 158 (340,685)

Abstract:

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Risk, Risk Forecasting

11.

A Statistical Analysis of The Challenger Disaster

Rebellion Research 2021
Number of pages: 6 Posted: 11 Dec 2021
Alexander Fleiss and Samson Qian
Rebellion Research and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 141 (373,623)

Abstract:

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NASA, Space Shuttle, Space, Space Program, O-ring

12.

The Threat of Weaponized Drone Use by Violent Non-State Actors

Number of pages: 24 Posted: 29 Oct 2021
Thomas Braun and Alexander Fleiss
Amherst College and Rebellion Research
Downloads 141 (373,623)

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Drones, Terrorism, US Air Force, US Military, US Army, CIA,

13.

Natural Language Processing and the Law

Number of pages: 6 Posted: 20 Sep 2021 Last Revised: 23 Sep 2021
Alexander Fleiss and Paul Griessel Jr
Rebellion Research and Rebellion Research
Downloads 135 (386,565)

Abstract:

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Law, Natural Language Processing, Machine Learning, Legal Research

14.

An Economic Analysis of Economic Growth, The Financial Markets, The Wealth Gap, and Retiree Savings Due to Long-Term Low Interest Rates

Number of pages: 33 Posted: 08 Feb 2022
Rebellion Research, Amherst College, Hamilton College, Rutgers, The State University of New Jersey and Columbia Mathematics of Finance
Downloads 132 (393,372)

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low interest rates, asset evaluation, wealth gap, social security administration

15.

Female Vs Male Pilots In WW2

Number of pages: 34 Posted: 07 Dec 2021
Chris Berman and Alexander Fleiss
affiliation not provided to SSRN and Rebellion Research
Downloads 116 (433,798)

Abstract:

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Military, Air Force, Bombing, Male Vs Female

16.

Market reaction and warning mechanism of illegal information disclosure of public companies

Number of pages: 16 Posted: 11 Feb 2022
Yincong He and Alexander Fleiss
Boston University, Questrom School of Business, Mathematical Finance, Students and Rebellion Research
Downloads 111 (448,285)

Abstract:

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17.

How Does the Relative Carbon Content Stored in Trees Differ between a Managed and An Unmanaged Wood?

Number of pages: 63 Posted: 28 Feb 2022
Alexander Fleiss and Edred Opie
Rebellion Research and Amherst College
Downloads 103 (473,229)

Abstract:

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18.

How is the food culture in China changing?

Number of pages: 18 Posted: 10 Oct 2023
Qianhang Huang and Alexander Fleiss
Syracuse University and Rebellion Research
Downloads 37 (793,485)

Abstract:

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19.

Constructing Equity Portfolios from SEC 13F Data Using Feature Extraction and Machine Learning

The Journal of Financial Data Science Winter 2020, jfds.2019.1.022; DOI: https://doi.org/10.3905/jfds.2019.1.022
Posted: 12 Aug 2022
Alexander Fleiss, Sasha Stoikov, Han Cui and Daniel DiPietro
Rebellion Research, Cornell Financial Engineering Manhattan, Fidelity Investments, Inc. and Dartmouth College

Abstract:

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20.

Dynamic Time Warping: S&P 500 Sector ETF Pattern Matching Trading Strategy

The Journal of Financial Data Science Winter 2021, 3 (1) 93-110; DOI: https://doi.org/10.3905/jfds.2021.1.055
Posted: 12 Aug 2022
Alexander Fleiss and Gihyen Eom
Rebellion Research and Columbia Mathematics of Finance

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Other Papers (5)

Total Downloads: 316
1.

LVMH : Louis Vuitton Moët Hennessy

Number of pages: 19 Posted: 01 Dec 2021
Alexander Fleiss, Christine Lee and Vivian Fang
Rebellion Research, Amherst College and University of Chicago
Downloads 102

Abstract:

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Fashion, Retail

2.

Untethered By Allegiance To Past Precedent. Can The Aircraft Carrier Survive The 21st Century?

Number of pages: 3 Posted: 24 Nov 2021
Paul Griessel Jr, Admiral Scott Sanders and Alexander Fleiss
Rebellion Research, United States Department of the Navy and Rebellion Research
Downloads 101

Abstract:

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3.

What Is the Future of Ethereum?

Number of pages: 7 Posted: 04 Mar 2022
Wanjing Zhang and Alexander Fleiss
Central University of Finance and Economics and Rebellion Research
Downloads 55

Abstract:

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Ethereum, Blockchain

4.

Yann LeCun On Reinforcement Learning, Deep Learning & Self Driving

Number of pages: 12 Posted: 01 Feb 2023
Avhan Misra and Alexander Fleiss
Cornell University and Rebellion Research
Downloads 31

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5.

What is the Best Blockchain?

Number of pages: 8 Posted: 04 Mar 2022
Alexander Fleiss, Donghwan Kim, Wanjing Zhang and Edred Opie
Rebellion Research, Columbia University, Master of Science in Financial Engineering, Central University of Finance and Economics and Amherst College
Downloads 27

Abstract:

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Blockchain