1.
Financial Machine Learning
Number of pages: 159
Posted: 13 Jul 2023
Working Paper Series
Yale SOM and University of Chicago - Booth School of Business
There are 3 versions of this paper
Financial Machine Learning
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-100
Number of pages: 161
Posted: 26 Jul 2023
Downloads
1,118
Financial Machine Learning
NBER Working Paper No. w31502
Number of pages: 160
Posted: 24 Jul 2023
Last Revised: 25 Jul 2023
Downloads
65
Downloads
85,325
2.
Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008
World Bank Policy Research Working Paper No. 4978
Number of pages: 105
Posted: 23 Jun 2009
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads
45,270
3.
Governance Matters VI: Governance Indicators for 1996-2006
World Bank Policy Research Working Paper No. 4280
Number of pages: 94
Posted: 11 Jul 2007
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads
23,610
4.
Non-Life Insurance: Mathematics & Statistics
Number of pages: 325
Posted: 03 Sep 2013
Last Revised: 16 Feb 2024
Working Paper Series
RiskLab, ETH Zurich
Downloads
22,337
5.
Re(Visiting) Large Language Models in Finance
Number of pages: 55
Posted: 03 Oct 2024
Last Revised: 24 Jan 2025
Working Paper Series
The University of Manchester - Alliance Manchester Business School and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads
21,450
6.
Qualitative and Quantitative Research: How to Choose the Best Design
Presented at Academic Business World International Conference. Nashville, Tennessee. May, 2007
Number of pages: 5
Posted: 20 Mar 2013
Accepted Paper Series
Pensacola Christian College
Downloads
19,141
7.
Governance Matters VII: Aggregate and Individual Governance Indicators, 1996-2007
World Bank Policy Research Working Paper No. 4654
Number of pages: 105
Posted: 20 Jun 2008
Last Revised: 26 Jun 2008
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads
18,962
8.
Autoencoder Asset Pricing Models
Yale ICF Working Paper No. 2019-04, Chicago Booth Research Paper No. 19-24
Number of pages: 35
Posted: 07 Mar 2019
Last Revised: 01 Oct 2019
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
Downloads
16,107
9.
Governance Matters
Number of pages: 64
Posted: 05 Nov 1999
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Downloads
15,535
10.
How to Learn and Teach Economics with Large Language Models, Including GPT
GMU Working Paper in Economics No. 23-18
Number of pages: 41
Posted: 27 Mar 2023
Last Revised: 12 May 2023
Working Paper Series
George Mason University - Department of Economics and George Mason University - Department of Economics
Downloads
12,707
11.
The Micro-Price: A High Frequency Estimator of Future Prices
Number of pages: 14
Posted: 19 May 2017
Last Revised: 03 Jun 2020
Working Paper Series
Cornell Financial Engineering Manhattan
Downloads
12,637
12.
Factor Models, Machine Learning, and Asset Pricing
Number of pages: 35
Posted: 18 Oct 2021
Last Revised: 18 Feb 2022
Working Paper Series
Yale School of Management, Yale SOM and University of Chicago - Booth School of Business
There are 2 versions of this paper
Factor Models, Machine Learning, and Asset Pricing
Annual Review of Financial Economics, Vol. 14, pp. 337-368, 2022
Posted: 10 Nov 2022
Factor Models, Machine Learning, and Asset Pricing
Number of pages: 35
Posted: 18 Oct 2021
Last Revised: 18 Feb 2022
Downloads
12,319
Downloads
12,319
13.
Comparing Deep RL and Traditional Financial Portfolio Methods (ECML PKDD 2023 - MIDAS Slides)
Number of pages: 13
Posted: 21 Oct 2023
Working Paper Series
Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads
11,635
14.
GPT-4 Passes the Bar Exam
382 Philosophical Transactions of the Royal Society A (2024)
Number of pages: 35
Posted: 15 Mar 2023
Last Revised: 03 Apr 2024
Accepted Paper Series
Illinois Tech - Chicago Kent College of Law, 273 Ventures, Casetext and Casetext
Downloads
11,275
15.
Governance Matters IV: Governance Indicators for 1996-2004
World Bank Policy Research Working Paper Series No. 3630
Number of pages: 135
Posted: 05 May 2005
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads
10,960
16.
Bitcoin Spreads Like a Virus
Number of pages: 19
Posted: 23 Apr 2019
Last Revised: 24 Feb 2024
Working Paper Series
Cane Island Digital Research
Downloads
10,768
17.
Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book
Number of pages: 43
Posted: 09 Aug 2021
Working Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences, University College London and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads
10,423
18.
Classification-Based Financial Markets Prediction Using Deep Neural Networks
Algorithmic Finance, 2016.
Number of pages: 20
Posted: 30 Mar 2016
Last Revised: 09 Dec 2016
Accepted Paper Series
Illinois Institute of Technology, Northwestern University and Northwestern University
Downloads
10,302
19.
Governance Matters Iii: Governance Indicators for 1996-2002
World Bank Policy Research Working Paper No. 3106
Number of pages: 116
Posted: 18 Jun 2003
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads
10,230
20.
Deep Learning and Financial Stability
Number of pages: 45
Posted: 13 Nov 2020
Working Paper Series
Masachusetts Institute of Technology (MIT) Sloan School of Management and Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science
Downloads
10,071
21.
Aggregating Governance Indicators
Number of pages: 42
Posted: 05 Nov 1999
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Downloads
9,790
22.
Alternative Investments in the Fintech Era: The Risk and Return of Non-fungible Token (NFT)
Number of pages: 80
Posted: 01 Sep 2021
Last Revised: 26 Jun 2023
Working Paper Series
Yuan Ze University and The University of Hong Kong - Faculty of Business and Economics
Downloads
9,706
23.
A Stochastic Model for Order Book Dynamics
Number of pages: 23
Posted: 26 Sep 2008
Last Revised: 31 Aug 2009
Working Paper Series
University of Oxford, Cornell Financial Engineering Manhattan and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads
9,373
24.
On Default Correlation: A Copula Function Approach
Number of pages: 28
Posted: 09 Dec 1999
Working Paper Series
Shanghai Advanced Institute of Finance, SJTU
Downloads
9,307
25.
Measuring the Rule of Law
Number of pages: 120
Posted: 01 Dec 2011
Working Paper Series
Pontifica Universidad Javeriana Law School and The World Justice Project
Downloads
8,977
26.
Bloated Disclosures: Can ChatGPT Help Investors Process Information?
Chicago Booth Research Paper No. 23-07, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-59, Fama-Miller Working Paper
Number of pages: 68
Posted: 21 Apr 2023
Last Revised: 20 Mar 2025
Working Paper Series
University of Chicago Booth School of Business, University of Chicago - Booth School of Business and University of Chicago Booth School of Business
Downloads
8,437
27.
GPT Takes the Bar Exam
Number of pages: 7
Posted: 31 Dec 2022
Last Revised: 03 Jan 2023
Working Paper Series
273 Ventures and Illinois Tech - Chicago Kent College of Law
Downloads
8,203
28.
Momentum and Trend Following Trading Strategies for Currencies Revisited - Combining Academia and Industry
Number of pages: 22
Posted: 11 Apr 2017
Last Revised: 11 Jan 2019
Working Paper Series
Zurich University of Applied Sciences, Zurich University of Applied Sciences and University of Twente
Downloads
7,811
29.
Bonds Versus Stocks: Investors' Age and Risk Taking
Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Number of pages: 40
Posted: 18 Oct 2006
Last Revised: 27 Feb 2012
Accepted Paper Series
Georgetown University - McDonough School of Business, Sabanci University Graduate School of Management, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Baruch College
Downloads
7,449
30.
Enhancing Trading Strategies with Order Book Signals
Number of pages: 38
Posted: 03 Oct 2015
Last Revised: 14 Oct 2015
Working Paper Series
University of Oxford, King's College London and University of Toronto - Department of Statistics
Downloads
7,430
31.
Pricing Under Rough Volatility
Quantitative Finance, Vol. 16, No. 6, 887-904, 2016.
Number of pages: 42
Posted: 25 Jan 2015
Last Revised: 13 Jun 2016
Accepted Paper Series
Weierstras Institute for Applied Analysis and Stochastics (WIAS), Technische Universität Berlin (TU Berlin) and CUNY Baruch College
Downloads
6,273
32.
Modeling Asset Prices for Algorithmic and High Frequency Trading
Applied Mathematical Finance, Vol. 20, No. 6, 2013
Number of pages: 32
Posted: 09 Dec 2010
Last Revised: 28 Feb 2014
Working Paper Series
University of Oxford and University of Toronto - Department of Statistics
Downloads
6,244
33.
Governance Matters Ii: Updated Indicators for 2000-01
Number of pages: 56
Posted: 28 Jan 2002
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Downloads
6,241
34.
Bond Risk Premia with Machine Learning
WBS Finance Group Research Paper No. 252
Number of pages: 86
Posted: 26 Aug 2018
Last Revised: 08 Apr 2020
Working Paper Series
Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and University of Notre Dame - Mendoza College of Business
Downloads
6,223
35.
A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation
Journal of the Operational Research Society (2015) 66, 1352–1362
Number of pages: 25
Posted: 25 Jul 2015
Accepted Paper Series
University of Hertfordshire Business School
Downloads
6,056
36.
The Origins of Logistic Regression
Tinbergen Institute Working Paper No. 2002-119/4
Number of pages: 16
Posted: 25 Jan 2003
Working Paper Series
Tinbergen Institute
Downloads
6,020
37.
FinBERT - A Large Language Model for Extracting Information from Financial Text
Contemporary Accounting Research, Forthcoming
Number of pages: 74
Posted: 27 Aug 2021
Last Revised: 26 Sep 2022
Accepted Paper Series
Hong Kong University of Science and Technology - Department of Accounting, Renmin University of China - School of Business and HKUST Business School
Downloads
5,945
38.
Estimating Lifetime Expected Credit Losses Under IFRS 9
Number of pages: 22
Posted: 04 Apr 2016
Last Revised: 05 Mar 2017
Working Paper Series
Unisys Machine Learning and Advanced Analytics Services
Downloads
5,706
39.
Myths and Realities of Governance and Corruption
Number of pages: 18
Posted: 01 Nov 2005
Working Paper Series
Results for Development
Downloads
5,688
40.
CDS Rate Construction Methods by Machine Learning Techniques
Number of pages: 51
Posted: 15 May 2017
Last Revised: 31 Oct 2018
Working Paper Series
University of Reims Champagne-Ardenne and Birkbeck, University of London
Downloads
5,657
41.
A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm
Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34
Posted: 22 Sep 2011
Last Revised: 27 Oct 2013
Accepted Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and University of California, Irvine
Downloads
5,648
42.
Growth Without Governance
Number of pages: 60
Posted: 20 Jul 2002
Working Paper Series
Results for Development and World Bank - Development Research Group (DECRG)
Downloads
5,646
43.
Support Vector Machines (SVM) as a Technique for Solvency Analysis
DIW Berlin Discussion Paper No. 811
Number of pages: 18
Posted: 25 Jun 2009
Working Paper Series
Deutsche Bundesbank and German Institute for Economic Research (DIW Berlin)
Downloads
5,632
44.
Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit
International Journal of Theoretical and Applied Finance, Vol. 18, No. 3, 2015
Number of pages: 26
Posted: 23 Feb 2013
Last Revised: 27 Apr 2015
Accepted Paper Series
University of Washington - Department of Applied Math and Columbia University
Downloads
5,590
45.
A General Approach for Predicting the Behavior of the Supreme Court of the United States
Number of pages: 18
Posted: 09 Jul 2014
Last Revised: 19 Jan 2017
Working Paper Series
Illinois Tech - Chicago Kent College of Law, 273 Ventures and South Texas College of Law Houston
Downloads
5,477
46.
Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
Number of pages: 20
Posted: 16 Mar 2018
Last Revised: 29 Mar 2018
Working Paper Series
Imperial College London - Department of Mathematics and University of Oxford
Downloads
5,436
47.
VolGAN: a generative model for arbitrage-free implied volatility surfaces
Number of pages: 45
Posted: 28 Nov 2023
Last Revised: 19 Feb 2025
Working Paper Series
University of Oxford and University of Oxford
Downloads
5,319
48.
Automated Trading with Boosting and Expert Weighting
Quantitative Finance, Vol. 4, No. 10, pp. 401–420
Number of pages: 18
Posted: 17 Oct 2006
Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology, School of Business and University of California, San Diego
Downloads
5,220
49.
Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks
Number of pages: 34
Posted: 19 Jan 2023
Last Revised: 24 May 2023
Working Paper Series
University of Oxford, University of California, Los Angeles (UCLA) - Department of Mathematics and University of Oxford - Mathematical Institute
Downloads
5,217
50.
Measuring Corporate Culture Using Machine Learning
Number of pages: 104
Posted: 21 Oct 2018
Last Revised: 29 Jun 2020
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, University of Iowa - Department of Business Analytics, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics and University of South Florida - Department of Finance
Downloads
5,033
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