1.
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
20,764
2.
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
15,085
3.
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
12,247
Downloads
12,247
4.
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
12,103
5.
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
11,243
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
10,993
7.
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
10,655
8.
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
9,513
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
102
Downloads
9,513
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
8,194
10.
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
8,108
11.
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
6,530
12.
Deep Learning Statistical Arbitrage
Number of pages: 75
Posted: 08 Jun 2021
Last Revised: 11 Jan 2024
Working Paper Series
BlackRock, Inc, Stanford University - Department of Management Science & Engineering and Stanford University, School of Engineering, Management Science & Engineering
Downloads
6,440
13.
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
5,653
14.
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
5,350
15.
Missing Financial Data
Number of pages: 132
Posted: 13 May 2022
Last Revised: 14 Sep 2024
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
5,016
16.
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
4,710
17.
Cross-Sectional Expected Returns: New Fama-MacBeth Regressions in the Era of Machine Learning
Review of Finance, forthcoming
Number of pages: 41
Posted: 13 Jun 2018
Last Revised: 08 Aug 2024
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
4,303
18.
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
3,840
19.
Design choices, machine learning, and the cross-section of stock returns
Number of pages: 43
Posted: 02 Dec 2024
Last Revised: 14 Feb 2025
Working Paper Series
Technische Universität München (TUM) - Department of Financial Management and Capital Markets, Technische Universität München (TUM) and Technische Universität München (TUM)
Downloads
3,816
20.
Trading Volume Alpha
Number of pages: 52
Posted: 23 Apr 2024
Last Revised: 01 Aug 2024
Working Paper Series
McGill University - Desautels Faculty of Management, Yale SOM, Yale University, Yale SOMAQR Capital, Johns Hopkins University - Carey Business School and Hong Kong University of Science and Technology (Guangzhou)
There are 2 versions of this paper
Trading Volume Alpha
Number of pages: 52
Posted: 23 Apr 2024
Last Revised: 01 Aug 2024
Downloads
3,453
Downloads
15
Downloads
3,453
21.
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
3,167
Personalized Pricing and Consumer Welfare
NBER Working Paper No. w23775
Number of pages: 62
Posted: 11 Sep 2017
Last Revised: 16 Jan 2023
Downloads
202
Downloads
3,167
22.
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
3,145
23.
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
3,143
24.
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
2,821
25.
Stripping the Discount Curve — a Robust Machine Learning Approach
Swiss Finance Institute Research Paper No. 22-24, Forthcoming, Management Science
Number of pages: 101
Posted: 15 Mar 2022
Last Revised: 08 Nov 2024
Working Paper Series
École Polytechnique Fédérale de Lausanne (EPFL), Stanford University - Department of Management Science & Engineering and Stanford University
Downloads
2,774
26.
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
2,773
27.
Predicting VIX with Adaptive Machine Learning
Number of pages: 62
Posted: 16 Jun 2021
Last Revised: 21 Oct 2024
Working Paper Series
IEEE and University of Liverpool Management School
Downloads
2,769
28.
Dissecting Corporate Culture Using Generative AI
Number of pages: 95
Posted: 01 Sep 2023
Last Revised: 11 Mar 2025
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, University of British Columbia (UBC) - Sauder School of Business and Rutgers University - Rutgers School of Business-Camden
Downloads
2,714
29.
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 Finance and affiliation not provided to SSRN
Downloads
2,674
30.
Mixing Financial Stress with GPT-4 News Sentiment Analysis for Optimal Risk-On/Risk-Off Decisions
Number of pages: 44
Posted: 15 Apr 2024
Last Revised: 27 Apr 2024
Working Paper Series
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine, AI For Alpha and AI For Alpha
Downloads
2,628
31.
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, Singapore Management University - Yong Pung How School of Law, Bucerius Law School, Language Technology Group, Department of Informatics, Universität HamburgUniversity of Hamburg and 273 Ventures
Downloads
2,604
32.
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
2,546
33.
Automated Volatility Forecasting
Number of pages: 86
Posted: 31 Jan 2021
Last Revised: 03 Apr 2024
Working Paper Series
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Shanghai University of Finance and Economics (SUFE) - Dishui Lake Advanced Finance Institute (DAFI)
Downloads
2,462
34.
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
2,361
35.
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
2,331
36.
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
2,163
37.
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
2,123
38.
Re-evaluating GPT-4's bar exam performance
Artificial Intelligence and Law (2024), LawAI Working Paper No. 1-2023
Number of pages: 25
Posted: 18 May 2023
Last Revised: 12 Sep 2024
Accepted Paper Series
University of Chicago Law School
Downloads
2,082
39.
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
1,981
40.
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
1,961
41.
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
1,940
42.
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
1,866
43.
International Accounting Databases on WRDS: Comparative Analysis
Number of pages: 42
Posted: 23 Mar 2017
Working Paper Series
Wharton Research Data Services (WRDS)
Downloads
1,814
44.
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
1,785
45.
Contextualizing Profitability
Chicago Booth Research Paper No. 23-11, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-76
Number of pages: 53
Posted: 25 May 2023
Last Revised: 02 Jun 2024
Working Paper Series
University of Chicago Booth School of Business and University of Chicago Booth School of Business
Downloads
1,778
46.
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
1,752
47.
Shrinking the Term Structure
Swiss Finance Institute Research Paper No. 22-61
Number of pages: 82
Posted: 08 Aug 2022
Last Revised: 09 Aug 2024
Working Paper Series
École Polytechnique Fédérale de Lausanne (EPFL), Stanford University - Department of Management Science & Engineering and Stanford University
There are 2 versions of this paper
Shrinking the Term Structure
Swiss Finance Institute Research Paper No. 22-61
Number of pages: 82
Posted: 08 Aug 2022
Last Revised: 09 Aug 2024
Downloads
1,751
Downloads
11
Downloads
1,751
48.
The Fairness of Credit Scoring Models
HEC Paris Research Paper No. FIN-2021-1411
Number of pages: 69
Posted: 18 Feb 2021
Last Revised: 11 Feb 2024
Working Paper Series
University of Orleans, HEC Paris - Finance Department and University of Orleans, Laboratoire d'économie d'Orléans, Students
Downloads
1,688
49.
The Anatomy of Machine Learning-Based Portfolio Performance
Number of pages: 61
Posted: 29 Nov 2023
Last Revised: 19 Feb 2025
Working Paper Series
Université du Québec à Montréal - Département des Sciences Économiques, Research Department, Federal Reserve Bank of Atlanta, Aarhus UniversityAarhus University - CREATES and Aarhus University - Department of Economics and Business Economics
Downloads
1,639
50.
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
1,631
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