1.
Dealing with Logs and Zeros in Regression Models
CREST - Série des Documents de Travail n° 2019-13
Number of pages: 71
Posted: 05 Sep 2019
Last Revised: 05 Apr 2022
Working Paper Series
CREST (Center for Research in Economics and Statistics) - ENSAE (National School for Statistics and Economic Administration), HEC MontrealCREST-ENSAE and Télécom Paris
Downloads
13,984
2.
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
9,301
Downloads
9,301
3.
Deep Learning in Asset Pricing
Number of pages: 75
Posted: 04 Apr 2019
Last Revised: 05 Aug 2021
Working Paper Series
Stanford University - Institute for Computational and Mathematical Engineering, Stanford University - Department of Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads
8,918
4.
TV Advertising Effectiveness and Profitability: Generalizable Results from 288 Brands
Number of pages: 46
Posted: 20 Jan 2020
Last Revised: 17 Apr 2021
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Northwestern - Kellogg
There are 2 versions of this paper
TV Advertising Effectiveness and Profitability: Generalizable Results from 288 Brands
Number of pages: 46
Posted: 20 Jan 2020
Last Revised: 17 Apr 2021
Downloads
8,492
Generalizable and Robust TV Advertising Effects
NBER Working Paper No. w27684
Number of pages: 42
Posted: 17 Aug 2020
Last Revised: 22 Feb 2023
Downloads
64
Downloads
8,492
5.
Artificial Intelligence in Human Resources Management: Challenges and a Path Forward
Number of pages: 34
Posted: 01 Nov 2018
Last Revised: 06 May 2022
Working Paper Series
University of Pennsylvania Wharton School - Center for Human Resources, Wharton School, U. Pennsylvania and University of PennsylvaniaESSEC Business School
Downloads
7,965
6.
Instrumented Principal Component Analysis
Number of pages: 71
Posted: 09 Jun 2017
Last Revised: 28 Dec 2020
Working Paper Series
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads
7,861
7.
Should We Treat Data as Labor? Moving Beyond 'Free'
American Economic Association Papers & Proceedings, Vol. 1, No. 1, Forthcoming
Number of pages: 5
Posted: 29 Dec 2017
Accepted Paper Series
Stanford University, Columbia University, Federal Reserve Bank of Chicago, Microsoft Corporation and Plural Technology Collaboratory, Microsoft Research Special Projects
Downloads
7,761
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
7,710
9.
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
7,589
10.
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
5,568
11.
Political Beliefs affect Compliance with Government Mandates
Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 43
Posted: 06 Apr 2020
Last Revised: 17 Mar 2021
Accepted Paper Series
Saint Louis University - Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads
5,271
12.
Forest Through the Trees: Building Cross-Sections of Stock Returns
Number of pages: 60
Posted: 19 Dec 2019
Last Revised: 05 Aug 2023
Working Paper Series
London Business School - Department of Finance, Stanford University - Department of Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads
4,818
13.
Deep Learning Statistical Arbitrage
Number of pages: 72
Posted: 08 Jun 2021
Last Revised: 27 Aug 2023
Working Paper Series
BlackRock, Inc, Stanford University - Department of Management Science & Engineering and Stanford University, School of Engineering, Management Science & Engineering
Downloads
4,805
14.
The Bloomberg Corporate Default Risk Model (DRSK) for Public Firms
Number of pages: 33
Posted: 28 Aug 2021
Working Paper Series
Bloomberg L.P., Validationquant LLC, Bloomberg L.P., Bloomberg L.P., Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and Two Sigma
Downloads
3,451
15.
Missing Financial Data
Number of pages: 129
Posted: 13 May 2022
Last Revised: 30 Nov 2023
Working Paper Series
London Business School - Department of Finance, Stanford University - Institute for Computational and Mathematical Engineering, University of California - Haas School of Business and Stanford University - Department of Management Science & Engineering
Downloads
3,236
16.
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
3,068
17.
VIX Index Strategies: Shorting Volatility As a Portfolio Enhancing Strategy
Number of pages: 49
Posted: 25 Jan 2018
Working Paper Series
Banca IMI, University of Pavia - Department of Economics and Management and University of Pavia - Department of Economics and Management
Downloads
3,016
18.
Personalized Pricing and Consumer Welfare
Number of pages: 62
Posted: 26 Jun 2017
Last Revised: 24 Jun 2021
Working Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
There are 2 versions of this paper
Personalized Pricing and Consumer Welfare
Number of pages: 62
Posted: 26 Jun 2017
Last Revised: 24 Jun 2021
Downloads
2,577
Personalized Pricing and Consumer Welfare
NBER Working Paper No. w23775
Number of pages: 62
Posted: 11 Sep 2017
Last Revised: 16 Jan 2023
Downloads
158
Downloads
2,577
19.
The Flash Crash: A New Deconstruction
Number of pages: 53
Posted: 26 Jan 2016
Last Revised: 10 May 2017
Working Paper Series
University of California, Santa Cruz, Stanford Law School and Yale University
Downloads
2,498
20.
Sustainable Smart Home and Home Automation: Big Data Analytics Approach
International Journal of Smart Home, Vol. 10(8), p. 177-187, 2016
Number of pages: 16
Posted: 07 Sep 2016
Accepted Paper Series
Hong Kong Shue Yan UniversityHong Kong Shue Yan University, Hong Kong Shue Yan University, Hong Kong Shue Yan University and Hong Kong Shue Yan University
Downloads
2,378
21.
Textual Factors: A Scalable, Interpretable, and Data-driven Approach to Analyzing Unstructured Information
Number of pages: 65
Posted: 04 Jan 2019
Last Revised: 04 Nov 2019
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads
2,366
22.
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
2,229
23.
Machine Learning Explainability in Finance: An Application to Default Risk Analysis
Bank of England Working Paper No. 816, August 2019
Number of pages: 44
Posted: 10 Aug 2019
Last Revised: 12 Aug 2019
Working Paper Series
Bank of England, Carnegie Mellon University - School of Computer Science, Bank of England and Carnegie Mellon University
Downloads
2,207
24.
Machine-Learning in the Chinese Stock Market
Number of pages: 88
Posted: 18 Feb 2021
Last Revised: 12 Jul 2021
Working Paper Series
University of Zurich, University of Zurich - Department of Banking and Finance and affiliation not provided to SSRN
Downloads
2,185
25.
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
2,183
26.
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
2,175
27.
Predicting VIX with Adaptive Machine Learning
Number of pages: 71
Posted: 16 Jun 2021
Last Revised: 01 Mar 2023
Working Paper Series
IEEE and University of Liverpool Management School
Downloads
2,166
28.
Stripping the Discount Curve - a Robust Machine Learning Approach
Swiss Finance Institute Research Paper No. 22-24
Number of pages: 87
Posted: 15 Mar 2022
Last Revised: 14 Mar 2023
Working Paper Series
École Polytechnique Fédérale de Lausanne, Stanford University - Department of Management Science & Engineering and Stanford University
Downloads
2,152
29.
Automated Volatility Forecasting
Number of pages: 75
Posted: 31 Jan 2021
Last Revised: 20 May 2023
Working Paper Series
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Nankai Business School, Nankai University
Downloads
1,813
30.
Forecasting Risk with Markov-Switching GARCH Models: A Large-Scale Performance Study
International Journal of Forecasting, Vol 34, Issue 4, pp. 733-747, 2018
Number of pages: 15
Posted: 16 Feb 2017
Last Revised: 06 Jun 2021
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Ghent University and Aarhus University - School of Business and Social Sciences
Downloads
1,811
31.
The Value of Descriptive Analytics: Evidence from Online Retailers
Harvard Business School Marketing Unit Working Paper No. 21-067, The Wharton School Research Paper
Number of pages: 56
Posted: 10 Dec 2020
Last Revised: 08 Dec 2021
Working Paper Series
University of Pennsylvania - The Wharton School and Harvard Business School - Marketing Unit
Downloads
1,765
32.
How Much Can Machines Learn Finance From Chinese Text Data?
Management Science
Number of pages: 61
Posted: 04 Mar 2021
Last Revised: 21 Jul 2023
Accepted Paper Series
Institute for Big Data, Fudan University, Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Princeton University - Bendheim Center for Finance
Downloads
1,670
33.
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
1,587
34.
Fintech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk
IMF Working Paper No. 19/109
Number of pages: 35
Posted: 06 Nov 2019
Working Paper Series
International Monetary Fund (IMF)
Downloads
1,536
35.
International Accounting Databases on WRDS: Comparative Analysis
Number of pages: 42
Posted: 23 Mar 2017
Working Paper Series
Wharton Research Data Services (WRDS)
Downloads
1,533
36.
The Macroeconomy as a Random Forest
Number of pages: 75
Posted: 15 Jul 2020
Last Revised: 24 May 2021
Working Paper Series
Université du Québec à Montréal - Département des Sciences Économiques
Downloads
1,523
37.
Machine Learning with Statistical Imputation for Predicting Drug Approvals
Number of pages: 60
Posted: 25 May 2017
Last Revised: 21 May 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)
Downloads
1,476
38.
Re-Evaluating GPT-4's Bar Exam Performance
LPP Working Paper No. 2-2023
Number of pages: 15
Posted: 18 May 2023
Last Revised: 26 Sep 2023
Working Paper Series
Massachusetts Institute of Technology (MIT)
Downloads
1,438
39.
Can Consumer-Posted Photos Serve as a Leading Indicator of Restaurant Survival? Evidence from Yelp
Number of pages: 98
Posted: 31 Jan 2018
Last Revised: 30 Nov 2021
Working Paper Series
Western University and University of Southern California
Downloads
1,423
40.
Intraday Stock Predictability Everywhere
Number of pages: 61
Posted: 05 Jul 2023
Working Paper Series
University of Guelph and Department of Economics, University of Western Ontario
Downloads
1,423
41.
Global Inflation: Implications for forecasting and monetary policy
Number of pages: 83
Posted: 30 Jun 2022
Last Revised: 17 Apr 2023
Working Paper Series
The University of Illinois at Urbana-Champaign, Aarhus UniversityAarhus University - CREATES and Aarhus University - School of Business and Social Sciences
Downloads
1,317
42.
Understanding Systematic Risk: A High-Frequency Approach
Journal of Finance, Forthcoming
Number of pages: 55
Posted: 24 Aug 2015
Last Revised: 23 Mar 2020
Accepted Paper Series
Stanford University - Department of Management Science & Engineering
Downloads
1,301
43.
Measuring and Improving Stakeholder Welfare is Easier Said Than Done
Number of pages: 54
Posted: 02 Mar 2020
Last Revised: 05 Jan 2022
Working Paper Series
University of Texas at Dallas, University of Washington - Department of Finance and Business Economics and Boston College - Carroll School of Management
Downloads
1,271
44.
ICT Adoption by Micro and Small Scale Enterprises in Nigeria: A Case Study of the Federal Capital Territory, Abuja
Number of pages: 25
Posted: 13 Apr 2017
Last Revised: 01 May 2017
Working Paper Series
Covenant University and Covenant University
Downloads
1,249
45.
SHAP for Actuaries: Explain any Model
Number of pages: 25
Posted: 21 Mar 2023
Working Paper Series
Schweizerische Mobiliar Versicherungsgesellschaft, Swiss Reinsurance Company and RiskLab, ETH Zurich
Downloads
1,249
46.
A Practical Introduction to Generative AI, Synthetic Media, and the Messages Found in the Latest Medium
Number of pages: 72
Posted: 20 Mar 2023
Working Paper Series
Shepard Broad College of Law
Downloads
1,248
47.
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
Number of pages: 41
Posted: 29 Jul 2021
Last Revised: 02 Mar 2023
Working Paper Series
The University of Manchester - Alliance Manchester Business School, University of Oxford - Oxford-Man Institute of Quantitative Finance and Alliance Manchester Business School, University of Manchester
Downloads
1,219
48.
Power Sorting
Number of pages: 58
Posted: 28 Aug 2023
Working Paper Series
Lancaster University - Department of Accounting and Finance, Robeco Quantitative Investments, Lancaster University - Department of Accounting and Finance, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads
1,210
49.
Large Language Models as Corporate Lobbyists
Number of pages: 9
Posted: 04 Jan 2023
Last Revised: 30 Jan 2023
Working Paper Series
Stanford University - CodeX - Center for Legal Informatics
Downloads
1,187
50.
Principal Component Analysis of High Frequency Data
Chicago Booth Research Paper No. 15-39
Number of pages: 64
Posted: 19 Aug 2015
Last Revised: 22 Aug 2017
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business
There are 2 versions of this paper
Principal Component Analysis of High Frequency Data
Chicago Booth Research Paper No. 15-39
Number of pages: 64
Posted: 19 Aug 2015
Last Revised: 22 Aug 2017
Downloads
1,185
Principal Component Analysis of High Frequency Data
NBER Working Paper No. w21584
Number of pages: 53
Posted: 28 Sep 2015
Last Revised: 24 Jun 2023
Downloads
78
Downloads
1,185
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