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The promises and pitfalls of machine learning for predicting stock returns
Leung, Edward; Lohre, Harald; Mischlich, David; Shea, Yifei - In: The journal of financial data science 3 (2021) 2, pp. 21-50
Persistent link: https://www.econbiz.de/10012519237
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Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios
Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; … - In: The journal of financial data science 3 (2021) 2, pp. 51-69
Persistent link: https://www.econbiz.de/10012519242
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A machine learning approach in regime-switching risk parity portfolios
Uysal, A. Sinem; Mulvey, John M. - In: The journal of financial data science 3 (2021) 2, pp. 87-108
Persistent link: https://www.econbiz.de/10012519262
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Machine learning for active portfolio management
Bartram, Söhnke M.; Branke, Jürgen; De Rossi, Giuliano; … - In: The journal of financial data science 3 (2021) 3, pp. 9-30
Persistent link: https://www.econbiz.de/10012613533
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Interpretable machine learning for diversified portfolio construction
Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; … - In: The journal of financial data science 3 (2021) 3, pp. 31-51
Persistent link: https://www.econbiz.de/10012613536
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Confronting machine learning with financial research
Lommers, Kristof; El Harzli, Ouns; Kim, Jack - In: The journal of financial data science 3 (2021) 3, pp. 67-96
Persistent link: https://www.econbiz.de/10012613555
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Does the CFTC report have predictive power : machine learning approach
Proskurin, Oleksandr - In: The journal of financial data science 3 (2021) 3, pp. 139-151
Persistent link: https://www.econbiz.de/10012613556
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A causal analysis of market contagion : a double machine learning approach
Simonian, Joseph - In: The journal of financial data science 5 (2023) 2, pp. 9-22
Persistent link: https://www.econbiz.de/10014308987
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Textual information and IPO underpricing : a machine learning approach
Katsafados, Apostolos G.; Leledakis, George N.; … - In: The journal of financial data science 5 (2023) 2, pp. 100-135
Persistent link: https://www.econbiz.de/10014309036
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Explainable machine learning models of consumer credit risk
Davis, Randall; Lo, Andrew W.; Mishra, Sudhanshu; Wu, … - In: The journal of financial data science 5 (2023) 4, pp. 9-39
Persistent link: https://www.econbiz.de/10014424188