1.
Classification-Based Financial Markets Prediction Using Deep Neural Networks
Algorithmic Finance, 2016.
Number of pages: 20
Posted: 30 Mar 2016
Last Revised: 09 Dec 2016
Accepted Paper Series
Illinois Institute of Technology, Northwestern University and Northwestern University
Downloads
9,585
2.
Autoencoder Asset Pricing Models
Yale ICF Working Paper No. 2019-04, Chicago Booth Research Paper No. 19-24
Number of pages: 35
Posted: 07 Mar 2019
Last Revised: 01 Oct 2019
Working Paper Series
University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
Downloads
5,581
3.
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
5,187
4.
A General Approach for Predicting the Behavior of the Supreme Court of the United States
Number of pages: 18
Posted: 09 Jul 2014
Last Revised: 19 Jan 2017
Working Paper Series
Illinois Tech - Chicago Kent College of Law, Bommarito Consulting, LLC and South Texas College of Law Houston
Downloads
4,595
5.
Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
Number of pages: 20
Posted: 16 Mar 2018
Last Revised: 29 Mar 2018
Working Paper Series
Imperial College London - Department of Mathematics and University of Oxford
Downloads
4,211
6.
Support Vector Machines (SVM) as a Technique for Solvency Analysis
DIW Berlin Discussion Paper No. 811
Number of pages: 18
Posted: 25 Jun 2009
Working Paper Series
affiliation not provided to SSRN and German Institute for Economic Research (DIW Berlin)
Downloads
3,733
7.
Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index
Number of pages: 42
Posted: 13 Aug 2001
Working Paper Series
National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics
Downloads
3,583
8.
Deep Learning and Financial Stability
Number of pages: 45
Posted: 13 Nov 2020
Working Paper Series
Masachusetts Institute of Technology (MIT) Sloan School of Management and Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science
Downloads
3,349
9.
Machine Learning with Personal Data
Queen Mary School of Law Legal Studies Research Paper No. 247/2016
Number of pages: 23
Posted: 08 Nov 2016
Accepted Paper Series
Queen Mary University of London, School of Law - Centre for Commercial Law Studies, Queen Mary University of London, School of Law - Centre for Commercial Law Studies and University of Cambridge -- Dept. Computer Science & Technology (Computer Laboratory)
Downloads
3,073
10.
The Web of Law
San Diego Legal Studies Research Paper No. 06-11
Number of pages: 39
Posted: 05 Jan 2005
Working Paper Series
University of San Diego School of Law
Downloads
2,734
11.
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
2,732
12.
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
2,594
13.
CDS Rate Construction Methods by Machine Learning Techniques (Presentation at invitation by Department of Statistics at London School of Economics)
Number of pages: 23
Posted: 24 May 2017
Last Revised: 21 Mar 2018
Working Paper Series
Birkbeck, University of London and University of Reims Champagne-Ardenne
Downloads
2,231
14.
Machine Learning in Finance: A Topic Modeling Approach
Number of pages: 44
Posted: 07 Feb 2019
Working Paper Series
Rennes School of Business, Dublin City University Business School, Qatar University College of Business and Azerbaijan Diplomatic Academy
Downloads
2,108
15.
Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates
Olsen and Associates Working Paper No. 319
Number of pages: 62
Posted: 30 Mar 1999
Working Paper Series
Simon Fraser University, DEAR-Consulting, Pictet & Cie, Banquiers, Lykke Corp and Pictet Asset Management
There are 2 versions of this paper
Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates
Olsen and Associates Working Paper No. 319
Number of pages: 62
Posted: 30 Mar 1999
Downloads
1,886
Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates
International Economic Review, Vol. 43, No. 2, pp. 463-492, 2002
Number of pages: 30
Posted: 07 Feb 2003
Downloads
39
Downloads
1,886
16.
Measuring Corporate Culture Using Machine Learning
Number of pages: 104
Posted: 21 Oct 2018
Last Revised: 29 Jun 2020
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, Stevens Institute of Technology, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics and University of Dayton
Downloads
1,805
17.
Model Calibration with Neural Networks
Number of pages: 13
Posted: 21 Jul 2016
Working Paper Series
PwC
Downloads
1,782
18.
Deep Learning for Global Tactical Asset Allocation
Number of pages: 17
Posted: 11 Nov 2018
Last Revised: 03 Mar 2019
Working Paper Series
Qplum, affiliation not provided to SSRN and OPTrust
Downloads
1,768
19.
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
1,759
20.
Forecasting Exchange Rates Using General Regression Neural Networks
Number of pages: 35
Posted: 17 Jan 2000
Working Paper Series
University of Texas at San Antonio - Department of Management Science and Statistics, National Chung Cheng University - Department of Finance and Cornell University - School of Applied Economics and Management
Downloads
1,748
21.
A Quantitative Neural Network Model (Qnnm) for Stock Trading Decisions
Jahangirnagar Review, Part II: Social Science, Vol. XXIX, pp. 177-194, 2005
Number of pages: 20
Posted: 20 Feb 2007
Accepted Paper Series
American International University - Bangladesh (AIUB) and TWO MEN AND A TRUCK
Downloads
1,720
22.
Selecting Directors Using Machine Learning
Fisher College of Business Working Paper No. 2018-03-005, Charles A. Dice Center Working Paper No. 2018-05, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 605/2019
Number of pages: 70
Posted: 21 Mar 2018
Last Revised: 06 Jan 2021
Working Paper Series
Ohio State University (OSU) - Department of Finance, University of Washington - Michael G. Foster School of Business, University of Colorado at Boulder and Ohio State University (OSU) - Department of Finance
There are 3 versions of this paper
Selecting Directors Using Machine Learning
Fisher College of Business Working Paper No. 2018-03-005, Charles A. Dice Center Working Paper No. 2018-05, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 605/2019
Number of pages: 70
Posted: 21 Mar 2018
Last Revised: 06 Jan 2021
Downloads
1,579
Selecting Directors Using Machine Learning
NBER Working Paper No. w24435
Number of pages: 55
Posted: 26 Mar 2018
Downloads
33
Downloads
1,579
23.
Neural Networks Applied to Chain-Ladder Reserving
Number of pages: 26
Posted: 10 May 2017
Last Revised: 19 Jul 2018
Working Paper Series
RiskLab, ETH Zurich
Downloads
1,495
24.
Business Applications of Emulative Neural Networks
International Journal of Business, Vol. 10, No. 4, 2005
Number of pages: 20
Posted: 02 Nov 2005
Accepted Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads
1,485
25.
Consumer Credit Scoring Models with Limited Data
EFA 2007 Ljubljana Meetings Paper
Number of pages: 23
Posted: 02 Mar 2007
Working Paper Series
Independent, University of Ljubljana - Faculty of Economics and National Institute of Chemistry
Downloads
1,484
26.
Deep Learning for Equity Time Series Prediction
Number of pages: 31
Posted: 24 Nov 2020
Working Paper Series
Artificial Intelligence in Finance Institute, Trell Technologies and Jp Morgan
Downloads
1,474
27.
Financial Crises and Bank Failures: A Review of Prediction Methods
FRB of Cleveland Working Paper No. 09-04R
Number of pages: 34
Posted: 22 Jun 2009
Last Revised: 01 Nov 2010
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Fordham University
There are 2 versions of this paper
Financial Crises and Bank Failures: A Review of Prediction Methods
FRB of Cleveland Working Paper No. 09-04R
Number of pages: 34
Posted: 22 Jun 2009
Last Revised: 01 Nov 2010
Downloads
1,279
Financial Crises and Bank Failures: A Review of Prediction Methods
Bank of Finland Research Discussion Paper No. 35/2009
Number of pages: 37
Posted: 06 Dec 2009
Downloads
586
Downloads
1,279
28.
Support Vector Machines Approach to Predict the S&P CNX NIFTY Index Returns
10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 19
Posted: 13 Feb 2007
Working Paper Series
Indian Institute of Technology Madras and Indian Institute of Technology Madras
Downloads
1,271
29.
The Multiple Dimensions of Asset Allocation: Countries, Sectors or Factors?
Number of pages: 36
Posted: 16 Jan 2002
Working Paper Series
Columbia Management Group and State Street Associates
Downloads
1,255
30.
Black-Scholes Versus Artificial Neural Networks in Pricing Ftse 100 Options
Number of pages: 23
Posted: 11 May 2004
Working Paper Series
University of Southampton - School of Management and University of Reading - ICMA Centre
Downloads
1,250
31.
Deep Reinforcement Learning for Asset Allocation in US Equities
Number of pages: 29
Posted: 19 Oct 2020
Working Paper Series
Artificial Intelligence in Finance Institute and Wright Research
Downloads
1,226
32.
Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks
Number of pages: 49
Posted: 23 Jan 2017
Working Paper Series
University of Economics, Prague - Faculty of Finance and Accounting
Downloads
1,217
33.
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
1,202
34.
Forecasting of Stock Market Indices Using Artificial Neural Network
Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Number of pages: 18
Posted: 10 Feb 2013
Accepted Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads
1,106
35.
Market Depth and Order Size
Number of pages: 25
Posted: 16 Apr 1997
Working Paper Series
University of Goettingen (Göttingen) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads
1,105
36.
Risk Management of Hedge Funds Using Fuzzy Neural- and Genetic Algorithms
Number of pages: 14
Posted: 24 Aug 2004
Working Paper Series
Panathea Capital Partners
Downloads
1,100
37.
Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics
Number of pages: 19
Posted: 29 Mar 2021
Working Paper Series
JP Morgan, affiliation not provided to SSRN, Imperial College London - Department of Mathematics and JP Morgan Chase
Downloads
1,083
38.
From Generalized Linear Models to Neural Networks, and Back
Number of pages: 56
Posted: 09 Dec 2019
Last Revised: 03 Mar 2020
Working Paper Series
RiskLab, ETH Zurich
Downloads
1,048
39.
The Network Structure of Supreme Court Jurisprudence
Number of pages: 26
Posted: 14 Jun 2005
Working Paper Series
University of Houston Law Center
Downloads
1,034
40.
Using the Lyapunov Exponent as a Practical Test for Noisy Chaos
Number of pages: 38
Posted: 15 Mar 2007
Working Paper Series
LaREMFiQ - IHEC
Downloads
1,033
41.
Using Machine Learning Algorithms to Find Patterns in Stock Prices
FEDEA Working Paper No. 2006-12
Number of pages: 20
Posted: 27 Mar 2006
Working Paper Series
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and UCM Institute for Economic Analysis
Downloads
1,013
42.
Deep Hedging: Learning to Simulate Equity Option Markets
Number of pages: 13
Posted: 14 Nov 2019
Working Paper Series
University of Kaiserslautern - Department of Mathematics, JP Morgan, JP Morgan Chase and JP Morgan
Downloads
1,004
43.
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
1,004
44.
Semi Variance and Semi Correlation for Financial Investments
Number of pages: 35
Posted: 06 Aug 2001
Last Revised: 20 Aug 2009
Working Paper Series
SDA Bocconi School of Management
Downloads
981
45.
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
948
46.
Discrimination-Free Insurance Pricing
Number of pages: 26
Posted: 10 Feb 2020
Working Paper Series
Stockholm University, QED Actuaries and Consultants, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads
932
47.
The Arbitrage Pricing Theory and the Capital Asset Pricing Models and Artificial Neural Networks Modeling with Particle Swarm Optimization (PSO)
Number of pages: 19
Posted: 02 Mar 2009
Working Paper Series
Aydin Adnan Menderes University, Nazilli Faculty of Economics and Administrative Sciences
Downloads
925
48.
Dissecting Momentum: We Need to Go Deeper
Number of pages: 72
Posted: 29 Jul 2019
Last Revised: 08 Aug 2019
Working Paper Series
Independent
Downloads
911
49.
Macroeconomic Indicator Forecasting with Deep Neural Networks
Federal Reserve Bank of Kansas City Working Paper No. 17-11
Number of pages: 39
Posted: 03 Oct 2017
Working Paper Series
Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Downloads
889
50.
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
872
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