Keywan Rasekhschaffe

Gresham Investment Management, LLC

257 Park Avenue South

New York, NY 10010

United States

SCHOLARLY PAPERS

2

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Top 31,050

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Scholarly Papers (2)

1.

Machine Learning for Stock Selection

Financial Analysts Journal, Forthcoming
Number of pages: 35 Posted: 04 Mar 2019
Keywan Rasekhschaffe and Robert Jones
Gresham Investment Management, LLC and Arwen Advisors
Downloads 1,170 (16,783)

Abstract:

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Machine Learning, Return Prediction, Cross-Section of Returns, Gradient Boosting, SVM, AdaBoost, (Deep) Neural Networks, Feature Engineering, Fintech

2.

The Cross-Section of Currency Volatility

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 40 Posted: 01 Oct 2012 Last Revised: 14 Oct 2014
Keywan Rasekhschaffe
Gresham Investment Management, LLC
Downloads 260 (115,344)

Abstract:

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asset pricing, FX, variance swap, volatility risk premium