1.
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
11,971
2.
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
10,065
3.
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
9,680
4.
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
8,870
Downloads
8,870
5.
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
7,817
6.
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
7,656
7.
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
7,445
8.
GPT-4 Passes the Bar Exam
Number of pages: 35
Posted: 15 Mar 2023
Last Revised: 05 Apr 2023
Working Paper Series
Illinois Tech - Chicago Kent College of Law, 273 Ventures, Casetext and Casetext
Downloads
6,752
9.
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
5,557
10.
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
5,200
11.
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
5,117
12.
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
4,892
13.
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
School of Economics and Finance, Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads
4,574
14.
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
4,447
15.
The Four Horsemen of Machine Learning in Finance
Number of pages: 24
Posted: 24 Sep 2019
Working Paper Series
Illinois Institute of Technology and Fidelity Investments, Inc.
Downloads
4,155
16.
Machine Learning with Personal Data
Queen Mary School of Law Legal Studies Research Paper No. 247/2016
Number of pages: 23
Posted: 08 Nov 2016
Accepted Paper Series
Queen Mary University of London, School of Law - Centre for Commercial Law Studies, Queen Mary University of London, School of Law - Centre for Commercial Law Studies and University of Cambridge -- Dept. Computer Science & Technology (Computer Laboratory)
Downloads
3,802
17.
Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index
Number of pages: 42
Posted: 13 Aug 2001
Working Paper Series
National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics
Downloads
3,695
18.
Machine Learning in Finance: A Topic Modeling Approach
Number of pages: 44
Posted: 07 Feb 2019
Working Paper Series
Rennes School of Business, Dublin City University Business School, Qatar University College of Business and Azerbaijan Diplomatic Academy
Downloads
3,659
19.
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, Stevens Institute of Technology, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics and University of South Florida
Downloads
3,520
20.
The Art of Natural Language Processing: Classical, Modern and Contemporary Approaches to Text Document Classification
Number of pages: 51
Posted: 31 Mar 2020
Working Paper Series
Dep. Management, Technology, and Economics ETH ZurichMobiliar Lab for Analytics at ETH and Mobiliar Lab for Analytics at ETH
Downloads
3,324
21.
Cross-Sectional Expected Returns: New Fama-MacBeth Regressions in the Era of Machine Learning
Number of pages: 57
Posted: 13 Jun 2018
Last Revised: 30 Apr 2023
Working Paper Series
University of North Carolina (UNC) at Charlotte - Finance, University of South Carolina - Darla Moore School of Business, Research Department, Federal Reserve Bank of Atlanta and Washington University in St. Louis - John M. Olin Business School
Downloads
2,947
22.
The Web of Law
San Diego Legal Studies Research Paper No. 06-11
Number of pages: 39
Posted: 05 Jan 2005
Working Paper Series
University of San Diego School of Law
Downloads
2,874
23.
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 Oxford - Department of Statistics and University of Oxford - Mathematical Institute
Downloads
2,768
24.
Model Calibration with Neural Networks
Number of pages: 13
Posted: 21 Jul 2016
Working Paper Series
PwC
Downloads
2,689
25.
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
Number of pages: 55
Posted: 21 Apr 2023
Last Revised: 06 Jul 2023
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
2,528
26.
Identifying Artificial Intelligence (AI) Invention: A Novel AI Patent Dataset
USPTO Economic Working Paper No. 2021-2, The Journal of Technology Transfer
Number of pages: 62
Posted: 30 Jun 2021
Last Revised: 15 Nov 2021
Accepted Paper Series
United States Patent and Trademark Office, United States Patent and Trademark Office and United States Patent and Trademark Office
Downloads
2,482
27.
Deep Learning in Characteristics-Sorted Factor Models
Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 50
Posted: 23 Sep 2018
Last Revised: 26 Jun 2023
Working Paper Series
City University of Hong Kong (CityU), City University of Hong Kong (CityU), University of Chicago - Booth School of Business and University of Chicago, Students
Downloads
2,416
28.
CDS Rate Construction Methods by Machine Learning Techniques (Presentation at invitation by Department of Statistics at London School of Economics)
Number of pages: 23
Posted: 24 May 2017
Last Revised: 21 Mar 2018
Working Paper Series
Birkbeck, University of London and University of Reims Champagne-Ardenne
Downloads
2,397
29.
Machine-Learning the Skill of Mutual Fund Managers
Number of pages: 110
Posted: 07 Dec 2021
Last Revised: 07 Aug 2023
Working Paper Series
University of Rochester - Simon Business School, Stanford University, Stanford University - Department of Management Science & Engineering and Columbia University Graduate School of Business
There are 2 versions of this paper
Machine-Learning the Skill of Mutual Fund Managers
Number of pages: 110
Posted: 07 Dec 2021
Last Revised: 07 Aug 2023
Downloads
2,380
Machine-Learning the Skill of Mutual Fund Managers
NBER Working Paper No. w29723
Number of pages: 59
Posted: 07 Feb 2022
Last Revised: 09 Jul 2022
Downloads
18
Downloads
2,380
30.
Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics
Number of pages: 19
Posted: 29 Mar 2021
Last Revised: 02 Feb 2023
Working Paper Series
XTX Markets, J.P. Morgan Chase & Co., Imperial College London - Department of Mathematics and JP Morgan Chase
Downloads
2,368
31.
Deep Learning for Global Tactical Asset Allocation
Number of pages: 17
Posted: 11 Nov 2018
Last Revised: 03 Mar 2019
Working Paper Series
Qplum, affiliation not provided to SSRN and OPTrust
Downloads
2,360
32.
Equity Machine Factor Models
Number of pages: 12
Posted: 27 Dec 2022
Working Paper Series
Artificial Intelligence in Finance Institute and Abu Dhabi Investment Authority
Downloads
2,253
33.
LexNLP: Natural Language Processing and Information Extraction For Legal and Regulatory Texts
Number of pages: 7
Posted: 21 Jun 2018
Working Paper Series
273 Ventures, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads
2,204
34.
Deep Learning for Equity Time Series Prediction
Number of pages: 31
Posted: 24 Nov 2020
Working Paper Series
Artificial Intelligence in Finance Institute, Trell Technologies and Jp Morgan
Downloads
2,162
35.
An Introduction to Machine Learning for Panel Data
International Advances in Economic Research, Vol. 27, 2021
Number of pages: 93
Posted: 11 Dec 2020
Last Revised: 28 Jan 2021
Accepted Paper Series
Michigan State University - College of Law
Downloads
2,151
36.
Natural Language Processing in the Legal Domain
Number of pages: 13
Posted: 25 Jan 2023
Last Revised: 13 Apr 2023
Working Paper Series
Illinois Tech - Chicago Kent College of Law, Bucerius Law School - Center for Legal Technology and Data Science, Bucerius Law School, Language Technology Group, Department of Informatics, Universität HamburgUniversity of Hamburg and 273 Ventures
Downloads
2,092
37.
Machine Learning at Central Banks
Bank of England Working Paper No. 674
Number of pages: 89
Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads
2,067
38.
Selecting Directors Using Machine Learning
Fisher College of Business Working Paper No. 2018-03-005, Charles A. Dice Center Working Paper No. 2018-05, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 605/2019
Number of pages: 70
Posted: 21 Mar 2018
Last Revised: 06 Jan 2021
Working Paper Series
Ohio State University (OSU) - Department of Finance, University of Washington - Michael G. Foster School of Business, University of Colorado at Boulder and Ohio State University (OSU) - Department of Finance
There are 3 versions of this paper
Selecting Directors Using Machine Learning
Fisher College of Business Working Paper No. 2018-03-005, Charles A. Dice Center Working Paper No. 2018-05, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 605/2019
Number of pages: 70
Posted: 21 Mar 2018
Last Revised: 06 Jan 2021
Downloads
2,065
Selecting Directors Using Machine Learning
NBER Working Paper No. w24435
Number of pages: 55
Posted: 26 Mar 2018
Last Revised: 08 Apr 2023
Downloads
94
Downloads
2,065
39.
Neural Networks Applied to Chain-Ladder Reserving
Number of pages: 26
Posted: 10 May 2017
Last Revised: 19 Jul 2018
Working Paper Series
RiskLab, ETH Zurich
Downloads
2,012
40.
Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates
Olsen and Associates Working Paper No. 319
Number of pages: 62
Posted: 30 Mar 1999
Working Paper Series
Simon Fraser University, PRS Solutions, Pictet & Cie, Banquiers, Lykke CorpOlsen & Associates and Pictet Asset Management
Downloads
1,964
41.
Deep Hedging: Learning to Simulate Equity Option Markets
Number of pages: 13
Posted: 14 Nov 2019
Working Paper Series
University of Kaiserslautern - Department of Mathematics, JP Morgan, JP Morgan Chase and XTX Markets
Downloads
1,884
42.
How and When are High-Frequency Stock Returns Predictable?
Number of pages: 57
Posted: 03 May 2022
Working Paper Series
Princeton University - Department of Economics, Princeton University - Bendheim Center for Finance, Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Princeton University - Princeton University
There are 2 versions of this paper
How and When are High-Frequency Stock Returns Predictable?
Number of pages: 57
Posted: 03 May 2022
Downloads
1,852
How and When are High-Frequency Stock Returns Predictable?
NBER Working Paper No. w30366
Number of pages: 58
Posted: 22 Aug 2022
Last Revised: 23 Jun 2023
Downloads
20
Downloads
1,852
43.
A Quantitative Neural Network Model (Qnnm) for Stock Trading Decisions
Jahangirnagar Review, Part II: Social Science, Vol. XXIX, pp. 177-194, 2005
Number of pages: 20
Posted: 20 Feb 2007
Accepted Paper Series
American International University - Bangladesh (AIUB) and TWO MEN AND A TRUCK
Downloads
1,850
44.
Forecasting Exchange Rates Using General Regression Neural Networks
Number of pages: 35
Posted: 17 Jan 2000
Working Paper Series
University of Texas at San Antonio - Department of Management Science and Statistics, National Chung Cheng University - Department of Finance and Cornell University - School of Applied Economics and Management
Downloads
1,808
45.
Deep Reinforcement Learning for Asset Allocation in US Equities
Number of pages: 29
Posted: 19 Oct 2020
Working Paper Series
Artificial Intelligence in Finance Institute and Wright Research
Downloads
1,757
46.
A Surprising Thing: The Application of Machine Learning Ensembles and Signal Theory to Predict Earnings Surprises
Number of pages: 103
Posted: 17 Jul 2019
Last Revised: 25 Mar 2020
Working Paper Series
The Alan Turing Institute
Downloads
1,733
47.
Improving the Prediction of Asset Returns With Machine Learning by Using a Custom Loss Function
Number of pages: 25
Posted: 28 Nov 2021
Last Revised: 28 Sep 2022
Working Paper Series
Catholic University of Lille - IÉSEG School of Management, Lille Campus
Downloads
1,714
48.
Volatility Forecasting with Machine Learning and Intraday Commonality
Number of pages: 44
Posted: 18 Mar 2022
Last Revised: 26 Feb 2023
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Mathematical Institute, University of Oxford - Department of Statistics and Mathematical Institute
Downloads
1,668
49.
Consumer Credit Scoring Models with Limited Data
EFA 2007 Ljubljana Meetings Paper
Number of pages: 23
Posted: 02 Mar 2007
Working Paper Series
Independent, University of Ljubljana - Faculty of Economics and National Institute of Chemistry
Downloads
1,530
50.
Intraday Market Predictability: A Machine Learning Approach
Number of pages: 56
Posted: 13 Jan 2021
Last Revised: 10 Mar 2021
Accepted Paper Series
University of Western Ontario - Department of Economics, University of Guelph and Department of Economics, University of Western Ontario
Downloads
1,521
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