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Machine learning vs. economic restrictions : evidence from stock return predictability
Avramov, Doron; Cheng, Si; Metzker, Lior - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2587-2619
Persistent link: https://www.econbiz.de/10014305426
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Risk analysis for large pools of loans
Sirignano, Justin; Giesecke, Kay - In: Management science : journal of the Institute for … 65 (2019) 1, pp. 107-121
Persistent link: https://www.econbiz.de/10011991377
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Predictive analytics and ship-then-shop subscription
Choi, W. Jason; Liu, Qihong; Shin, Jiwoong - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 1012-1028
Persistent link: https://www.econbiz.de/10014513885
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Incentive-compatible forecasting competitions
Witkowski, Jens; Freeman, Rupert; Wortmann, Jennifer; … - In: Management science : journal of the Institute for … 69 (2023) 3, pp. 1354-1374
Persistent link: https://www.econbiz.de/10014303724
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Smart "predict, then optimize"
Elmachtoub, Adam N.; Grigas, Paul - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 9-26
Persistent link: https://www.econbiz.de/10012821003
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A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo; Chen, Jiaqi; Yang, Zhibin; Tindall, Michael L. - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639
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Scaled PCA : a new approach to dimension reduction
Huang, Dashan; Jiang, Fuwei; Li, Kunpeng; Tong, Guoshi; … - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1678-1695
Persistent link: https://www.econbiz.de/10013260016
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Predicting risk perception : new insights from data science
Bhatia, Sudeep - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3800-3823
Persistent link: https://www.econbiz.de/10012062811
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Collusion by algorithm : does better demand prediction facilitate coordination between sellers?
Miklós-Thal, Jeanine; Tucker, Catherine - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1552-1561
Persistent link: https://www.econbiz.de/10012022643
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Machine learning and portfolio optimization
Ban, Gah-Yi; El Karoui, Noureddine; Lim, Andrew E. B. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178