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Econometrics: Mathematical Methods & Programming eJournal

Recent Top Papers (60 days)

As of: 21 Jul 2024 - 19 Sep 2024

Rank	Paper	Downloads
1.	Programming strategies for low-latency applications Gordon Lee and Paul Bilokon Imperial College London and Thalesians Date Posted: 18 Jul 2024 Last Revised: 18 Jul 2024	536
2.	A Simple Real-Time Algorithm to Identify Turning Points in U.S. Business Cycles Thomas K. Philips NYU Tandon School of Engineering - Department of Finance and Risk Engineering Date Posted: 23 Jul 2024 Last Revised: 09 Sep 2024	284
3.	Market Making with Exogenous Competition Robert Boyce, Martin Herdegen and Leandro Sánchez-Betancourt Imperial College London, University of Warwick - Department of Statistics and Mathematical Institute, University of Oxford Date Posted: 07 Aug 2024 Last Revised: 07 Aug 2024	266
4.	Dynamic Urban Economics Brian Greaney, Andrii Parkhomenko and Stijn Van Nieuwerburgh University of Washington, University of Southern California - Marshall School of Business and Columbia University Graduate School of Business Date Posted: 17 Jul 2024 Last Revised: 04 Sep 2024	61
5.	Revisiting the Gibson-Schwartz and Schwartz-Smith Commodity Models Lorenz Schneider, Pierre Six and Bertrand Tavin EMLYON Business School, Neoma Business School and EMLYON Business School Date Posted: 10 Jul 2024 Last Revised: 10 Jul 2024	59
6.	Creating Model-Agnostic Prediction Intervals Marc Francke, Afrasiab Kadhum and David Kroon University of Amsterdam - Faculty of Economics and Business (FEB), Ortec Finance and Ortec Finance Date Posted: 26 Jun 2024 Last Revised: 26 Jun 2024	41
7.	Japanese Real Interest Rates over the Life-Cycle Momo Komatsu, David Murakami and Ivan Shchapov University of Oxford - Department of Economics, University of Milan and Institut Polytechnique de Paris, CREST Date Posted: 31 Jul 2024 Last Revised: 31 Jul 2024	35
8.	Climate-Related Risks and Firms’ Financial Fragility in Brazil Angela Modica Scala, Lilian Rolim and Alessandro Caiani University School of Advanced Studies, Universidade Estadual de Campinas (UNICAMP) and University School of Advanced Studies Date Posted: 16 Aug 2024 Last Revised: 16 Aug 2024	32
9.	Loss-Given-Default and Macroeconomic Conditions Benjamin Galow, Oana Maria Georgescu and Aurea Ponte Marques d-fine GmbH, European Central Bank (ECB) and European Central Bank (ECB) Date Posted: 24 Jul 2024 Last Revised: 24 Jul 2024	25
10.	Under-Investment in Scotland's Oil and Gas Sector: Employment, Economic and Energy Transition Implications Through CGE Modelling YAKUBU ABDUL-SALAM University of Aberdeen Date Posted: 09 Jul 2024 Last Revised: 09 Jul 2024	24

All Time Top Papers

As of: 02 Jan 1997 - 19 Sep 2024

Rank	Paper	Downloads
1.	101 Formulaic Alphas Zura Kakushadze Quantigic Solutions LLC Date Posted: 10 Dec 2015 Last Revised: 29 Jul 2016	48,295
2.	Building Diversified Portfolios that Outperform Out-of-Sample Marcos Lopez de Prado and Marcos Lopez de Prado Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority Date Posted: 17 Jul 2019 Last Revised: 17 Jul 2019	32,785
3.	Algorithmic and Advanced Programming in Python - Syllabus in Computer Science, Decision Making & Data - Masterclass 9 Eric Benhamou and Remy Belmonte Université Paris Dauphine and Université Paris Dauphine Date Posted: 10 Feb 2022 Last Revised: 27 Apr 2024	25,507
4.	Algorithmic and Advanced Programming in Python - Syllabus in Computer Science, Decision Making & Data - Masterclass 7 Eric Benhamou and Remy Belmonte Université Paris Dauphine and Université Paris Dauphine Date Posted: 18 Nov 2021 Last Revised: 27 Apr 2024	22,207
5.	Mean-Reversion and Optimization Zura Kakushadze Quantigic Solutions LLC Date Posted: 11 Aug 2014 Last Revised: 15 Feb 2016	18,864
6.	Phynance Zura Kakushadze Quantigic Solutions LLC Date Posted: 08 May 2014 Last Revised: 12 Apr 2015	17,871
7.	Causal Factor Investing: Can Factor Investing Become Scientific? Marcos Lopez de Prado and Marcos Lopez de Prado Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority Date Posted: 15 Sep 2022 Last Revised: 06 Nov 2023	16,836
8.	The Probability of Backtest Overfitting David H. Bailey, Jonathan Borwein, Jonathan Borwein, Marcos Lopez de Prado, Marcos Lopez de Prado and Qiji Jim Zhu Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Western Michigan University Date Posted: 16 Sep 2013 Last Revised: 05 Jul 2015	16,750
9.	Risk-Neutral Probabilities Explained Nicolas Gisiger affiliation not provided to SSRN Date Posted: 27 Apr 2009 Last Revised: 20 Oct 2010	16,728
10.	Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance David H. Bailey, Jonathan Borwein, Jonathan Borwein, Marcos Lopez de Prado, Marcos Lopez de Prado and Qiji Jim Zhu Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Western Michigan University Date Posted: 12 Aug 2013 Last Revised: 05 Jul 2015	16,600

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