Search Results
JEL Code: C38

74,679 Total downloads

Viewing: 1 - 50 of 545 papers

1.

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 Engineering and University of California, Irvine
Downloads 4,406
2.

Focused Concept Miner (FCM): Interpretable Deep Learning for Text Exploration

Number of pages: 45 Posted: 21 Dec 2018 Last Revised: 23 Sep 2020
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University, Students and Carnegie Mellon University - David A. Tepper School of Business
Downloads 4,323
3.

Deep Learning in Asset Pricing

Number of pages: 66 Posted: 04 Apr 2019 Last Revised: 09 Nov 2020
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 3,501
4.

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 2,386
5.

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 2,377
6.

LexNLP: Natural Language Processing and Information Extraction For Legal and Regulatory Texts

Number of pages: 7 Posted: 21 Jun 2018
Working Paper Series
Bommarito Consulting, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads 1,683
7.

Portfolio Oversight: An Evolutionary Approach

Number of pages: 50 Posted: 08 Nov 2012 Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,322
8.

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 1,123
9.

Machine Learning in Energy Economics and Finance: A Review

Energy Economics, Vol. 81, 2019
Number of pages: 71 Posted: 15 Nov 2018 Last Revised: 08 Jun 2019
Accepted Paper Series
Economic Research Forum, Stevens Institute of Technology, School of Business and affiliation not provided to SSRN
Downloads 942
10.

Stock Return Prediction and Anomaly Detection by Regression Trees

Number of pages: 79 Posted: 14 Sep 2011
Working Paper Series
Baloise Insurance
Downloads 911
11.

The Behavioral Aspect of Mergers and Acquisitions: A Case Study from India

Global Journal of Business Research, Vol. 6, No. 3, pp. 103-113, 2012
Number of pages: 11 Posted: 05 Jan 2012
Accepted Paper Series
Meghnad Saha Institute of Technology, Vishweshwarayya National Institute of Technology, affiliation not provided to SSRN and Meghnad Saha Institute of Technology
Downloads 865
12.

A High Frequency Trade Execution Model for Supervised Learning

Forthcoming in High Frequency
Number of pages: 27 Posted: 15 Nov 2016 Last Revised: 06 Dec 2017
Accepted Paper Series
Illinois Institute of Technology
Downloads 861
13.

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 859
14.

The Global Entrepreneurship and Development Index Methodology

Number of pages: 30 Posted: 05 Jun 2011 Last Revised: 14 Jun 2011
Working Paper Series
University of Pécs and Schar School of Policy and Government
Downloads 742
15.

The Correlation Structure of Anomaly Strategies

Number of pages: 97 Posted: 19 Jul 2017 Last Revised: 04 Aug 2020
Working Paper Series
University of Auckland - Department of Accounting and Finance and University of Auckland - University of Auckland, Business School
Downloads 741
16.

Consumers’ Attitudes Toward Medical Tourism

Number of pages: 44 Posted: 12 May 2011
Working Paper Series
University of North Carolina at Pembroke and University of North Carolina (UNC) at Pembroke - Medical Tourism Research Center
Downloads 731
17.

Patent Citations and Stock Performance: Constructing a Dynamic Industry Classification

Number of pages: 46 Posted: 17 Sep 2014 Last Revised: 11 Sep 2015
Working Paper Series
The University of Chicago and University of Chicago
Downloads 724
18.

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 713
19.

Prediction of Financial Strength Ratings Using Machine Learning and Conventional Techniques

Abdou, H. A., Abdallah, W. M., Mulkeen, J., Ntim, C. G., & Wang, Y. (2017) ‘Prediction of financial strength ratings using machine learning and conventional techniques’, Investment Management and Financial Innovation, 14(4), pp. 194-211, (Accepted 20th December, 2017)
Number of pages: 32 Posted: 19 Jan 2018
Accepted Paper Series
The Lancashire School of Business & Enterprise, The American University in Cairo, University of Salford - Business School, University of Southampton Business School, UK and Leicester Business School, De Montfort University
Downloads 612
20.

Lee and Carter go Machine Learning: Recurrent Neural Networks

Number of pages: 30 Posted: 23 Aug 2019 Last Revised: 29 Aug 2019
Working Paper Series
QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads 592
21.

Investigating Accounting Patterns for Bankruptcy and Filing Outcome Prediction using Machine Learning Models

Number of pages: 115 Posted: 18 Jul 2019 Last Revised: 25 Mar 2020
Working Paper Series
The Alan Turing Institute
Downloads 588
22.

Less Income Inequality and More Growth – Are They Compatible?: Part 1: Mapping Income Inequality Across the OECD

OECD Working Paper No. 924
Number of pages: 45 Posted: 04 Mar 2012
Working Paper Series
Organization for Economic Co-Operation and Development (OECD), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Leverhulme Centre for Research on Globalisation and Economic Policy
Downloads 560
23.

Governance Regulatory Changes, IFRS Adoption, and New Zealand Audit and Non-Audit Fees: Empirical Evidence

Number of pages: 39 Posted: 15 Feb 2008 Last Revised: 11 Jan 2009
Working Paper Series
University of California, Davis - Graduate School of Management, University of Otago - Department of Accountancy and Finance and Boston University - Questrom School of Business
Downloads 546
24.

Disappearing Paradigms in Shareholder Protection: Leximetric Evidence for 30 Countries, 1990-2013

Journal of Corporate Law Studies vol. 15 (2015), pp. 127-160
Number of pages: 57 Posted: 18 Mar 2015 Last Revised: 09 Nov 2015
Accepted Paper Series
King's College London - The Dickson Poon School of Law and European University Institute (EUI)
Downloads 527
25.

Estimating Latent Asset-Pricing Factors

Number of pages: 45 Posted: 21 May 2018 Last Revised: 13 Jan 2020
Working Paper Series
University of California - Haas School of Business and Stanford University - Department of Management Science & Engineering

Multiple version iconThere are 3 versions of this paper

Downloads 516
26.

La Ventaja Competitiva, Desde La Teoría De Recursos Y Capacidades (Competitive Advantage from Resource Theory and Capabilities)

Revista Internacional Administración & Finanzas, v. 9 (1) p. 69-80, 2016
Number of pages: 12 Posted: 29 Jan 2016
Accepted Paper Series
Universidad Autónoma de Baja California (UABC), Universidad Autónoma de Baja California (UABC) and Universidad Autonoma de Ciudad Juarez
Downloads 492
27.

Sparse Macro Factors

Number of pages: 53 Posted: 25 Oct 2018 Last Revised: 01 Feb 2021
Working Paper Series
Saint Louis University and Washington University in St. Louis - John M. Olin Business School
Downloads 482
28.

Evaluación Del Impacto De La Política De Incentivos Sectoriales En El Desarrollo De Los Municipios Mineros De Castilla Y León (Evaluation of the Impact of Aids Sectorial Policy in the Development of the Mining Region of Castilla y León)

Journal of Economics, Finance & Administrative Science, Vol. 17, No. 33, 2012
Number of pages: 16 Posted: 05 Dec 2012
Accepted Paper Series
Universidad Rey Juan Carlos - Department of Applied Economics
Downloads 480
29.

The Biases Influencing an Investor's Behavior in India

Number of pages: 54 Posted: 02 Jul 2016
Working Paper Series
Symbiosis International University, School of Economics, Students
Downloads 473
30.

Fighting Accounting Fraud Through Forensic Data Analytics

Number of pages: 39 Posted: 22 May 2018
Working Paper Series
University of Sydney Business School and University of Sydney
Downloads 467
31.

Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference

Number of pages: 43 Posted: 28 Oct 2019 Last Revised: 20 Dec 2020
Working Paper Series
Stanford University - Department of Management Science & Engineering and Stanford University - Department of Management Science & Engineering
Downloads 454
32.

Predicting Profitability Using Machine Learning

Number of pages: 64 Posted: 14 Oct 2019 Last Revised: 29 Oct 2019
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Accountancy, University of Illinois at Urbana-Champaign - Department of Accountancy, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Accountancy
Downloads 441
33.

Machine Valuation

Number of pages: 56 Posted: 07 Sep 2019
Working Paper Series
University of Auckland - Department of Accounting and Finance and University of Auckland - University of Auckland, Business School
Downloads 438
34.

Positional Portfolio Management

Swiss Finance Institute Research Paper No. 14-20
Number of pages: 83 Posted: 07 Mar 2014 Last Revised: 12 Dec 2018
Working Paper Series
University of Lugano, University of Toronto - Department of Economics and EDHEC Business School
Downloads 433
35.

OpenEDGAR: Open Source Software for SEC EDGAR Analysis

Number of pages: 12 Posted: 27 Jun 2018
Working Paper Series
Bommarito Consulting, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads 428
36.

Business Cycle Clustering and Asset Returns

Number of pages: 18 Posted: 28 Aug 2018
Working Paper Series
Independent and Swiss Institute of Banking and Finance
Downloads 422
37.

Unsupervised Learning: What is a Sports Car?

Number of pages: 54 Posted: 22 Aug 2019 Last Revised: 14 Oct 2019
Working Paper Series
AXA Switzerland and RiskLab, ETH Zurich
Downloads 414
38.

What is the Relation (If Any) between a Firm's Corporate Governance Arrangements and its Financial Performance?

CESifo Working Paper Series No. 4599
Number of pages: 25 Posted: 12 Feb 2014
Working Paper Series
University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business

Multiple version iconThere are 2 versions of this paper

Downloads 414
39.

Forecasting Stock Returns with Large Dimensional Factor Models

Number of pages: 55 Posted: 26 Apr 2017 Last Revised: 15 Sep 2020
Working Paper Series
University of Rome Tor Vergata, King's College London and Department of Economics, Lancaster University Management School
Downloads 399
40.

Large-Dimensional Factor Modeling Based on High-Frequency Observations

Number of pages: 125 Posted: 25 Mar 2015 Last Revised: 12 May 2018
Working Paper Series
Stanford University - Department of Management Science & Engineering
Downloads 379
41.

Financial Crisis Prediction: A Model Comparison

Number of pages: 9 Posted: 01 Dec 2017
Working Paper Series
Deutsche Bundesbank
Downloads 369
42.

In a Low Yield Environment, What's the Alternative to Traditional Fixed Income Assets?

I-VW-HSG Trendmonitor 3-2017
Number of pages: 2 Posted: 14 Sep 2017
Accepted Paper Series
Zurich Insurance Company Ltd
Downloads 352
43.

Inference in Group Factor Models with an Application to Mixed Frequency Data

Swiss Finance Institute Research Paper No. 16-11
Number of pages: 48 Posted: 13 Feb 2016 Last Revised: 02 Feb 2019
Working Paper Series
University of Cyprus - Department of Economics, University of Lugano, University of North Carolina Kenan-Flagler Business School and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 350
44.

It Only Takes a Few Moments to Hedge

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 40 Posted: 14 Dec 2017 Last Revised: 01 Dec 2018
Accepted Paper Series
Nordea, Aarhus University - CREATES and Danske Bank - Danske Markets
Downloads 335
45.

A Shadow Policy Rate to Calibrate US Monetary Policy at the Zero Lower Bound

BIS Working Paper No. 452
Number of pages: 28 Posted: 24 Jun 2014
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and Ant Financial
Downloads 333
46.

EL CONSUMO EN LA POSTMODERNIDAD (Postmodernity Consumption)

Revista Internacional Administración & Finanzas, v. 7 (1) p. 89-111, 2014
Number of pages: 23 Posted: 02 Feb 2014
Accepted Paper Series
Universidad Autónoma de Occidente and Universidad Autónoma de Occidente
Downloads 330
47.

Predicting Global Restaurant Facility Closures

Number of pages: 57 Posted: 18 Jul 2019 Last Revised: 26 Mar 2020
Working Paper Series
The Alan Turing Institute
Downloads 329
48.

Believing the Bot - Model Risk in the Era of Deep Learning

Number of pages: 40 Posted: 05 Sep 2019
Working Paper Series
QED Actuaries and Consultants, QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads 328
49.

A Faster Estimation Method for the Probability of Informed Trading Using Hierarchical Agglomerative Clustering

Forthcoming in Quantitative Finance
Number of pages: 33 Posted: 05 Dec 2013 Last Revised: 17 Feb 2015
Accepted Paper Series
The University of Sydney - Discipline of Finance, University of Queensland - Faculty of Business, Economics and Law and University of Sydney Business School
Downloads 326
50.

Deep Learning for Conditional Asset Pricing Models

Number of pages: 55 Posted: 27 Jan 2021 Last Revised: 27 Feb 2021
Working Paper Series
Washington University in St. Louis - Department of Economics
Downloads 317