1.
Deep Learning in Asset Pricing
Number of pages: 75
Posted: 04 Apr 2019
Last Revised: 24 Jul 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
4,574
2.
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
4,529
3.
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
Boston University - Questrom School of Business, Carnegie Mellon University, Students and Carnegie Mellon University - David A. Tepper School of Business
Downloads
4,442
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
2,823
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
2,671
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
1,794
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
1,355
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
1,240
9.
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
1,038
10.
Statistical Foundations of Actuarial Learning and its Applications
Number of pages: 443
Posted: 21 Apr 2021
Last Revised: 20 Jul 2021
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads
994
11.
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
950
12.
Stock Return Prediction and Anomaly Detection by Regression Trees
Number of pages: 79
Posted: 14 Sep 2011
Working Paper Series
Avondale Alternative Advisors
Downloads
924
13.
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
883
14.
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
874
15.
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
784
16.
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
763
17.
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 Business School
Downloads
753
18.
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
SA Taxi and RiskLab, ETH Zurich
Downloads
752
19.
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
747
20.
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 Federal Reserve Bank of Chicago
Downloads
733
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
641
22.
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
635
23.
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
There are 3 versions of this paper
Estimating Latent Asset-Pricing Factors
Number of pages: 45
Posted: 21 May 2018
Last Revised: 13 Jan 2020
Downloads
618
Estimating Latent Asset-Pricing Factors
NBER Working Paper No. w24618
Number of pages: 44
Posted: 25 May 2018
Last Revised: 04 Jan 2021
Downloads
14
Estimating Latent Asset-Pricing Factors
CEPR Discussion Paper No. DP12926
Number of pages: 46
Posted: 15 May 2018
Last Revised: 11 Jun 2018
Downloads
1
Downloads
618
24.
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
602
25.
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
602
26.
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
576
27.
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
555
28.
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
551
29.
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
547
30.
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
531
31.
Forecasting Stock Returns with Large Dimensional Factor Models
Number of pages: 46
Posted: 26 Apr 2017
Last Revised: 14 Jul 2021
Working Paper Series
University of Rome Tor Vergata, King's College London and Department of Economics, Lancaster University Management School
Downloads
526
32.
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
522
33.
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 and Stanford University - Department of Management Science & Engineering
Downloads
521
34.
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
521
35.
Deep Learning Statistical Arbitrage
Number of pages: 59
Posted: 08 Jun 2021
Last Revised: 23 Jun 2021
Working Paper Series
Stanford University - Department of Mathematics, Stanford University - Department of Management Science & Engineering and Stanford University, School of Engineering, Management Science & Engineering
Downloads
492
36.
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
37.
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 Business School
Downloads
479
38.
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
451
39.
Feature Selection in Jump Models
Number of pages: 32
Posted: 18 Mar 2021
Working Paper Series
Lund University, New York University (NYU) - Courant Institute of Mathematical Sciences and Lund University
Downloads
446
40.
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
440
41.
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
428
42.
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
425
43.
Forecasting Bond Risk Premia using Stationary Yield Factors
Number of pages: 38
Posted: 13 Apr 2021
Working Paper Series
Robeco Asset Management, Robeco Asset Management and Erasmus University Rotterdam
Downloads
414
44.
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
There are 2 versions of this paper
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
Downloads
414
What is the Relation (If Any) between a Firm's Corporate Governance Arrangements and Its Financial Performance?
Multinational Finance Journal, Vol. 20, No. 4, p. 323-354, 2016
Number of pages: 32
Posted: 11 Jul 2017
Downloads
148
Downloads
414
45.
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
395
46.
The Fairness of Credit Scoring Models
HEC Paris Research Paper No. FIN-2021-1411
Number of pages: 46
Posted: 18 Feb 2021
Last Revised: 24 May 2021
Working Paper Series
University of Orleans, HEC Paris - Finance Department and University of Orleans, Laboratoire d'économie d'Orléans, Students
Downloads
395
47.
Financial Crisis Prediction: A Model Comparison
Number of pages: 9
Posted: 01 Dec 2017
Working Paper Series
Deutsche Bundesbank
Downloads
379
48.
Believing the Bot - Model Risk in the Era of Deep Learning
Number of pages: 40
Posted: 05 Sep 2019
Working Paper Series
SA Taxi, QED Actuaries and Consultants and RiskLab, ETH Zurich
Downloads
376
49.
Integrated Global Asset Management: Quantitative Country ETF Trading Strategy
Number of pages: 64
Posted: 01 May 2020
Working Paper Series
Finamex Casa de Bolsa, SAB de CV, Independent and University of Chicago - Division of Physical Sciences
Downloads
370
50.
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
364
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