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Algorithmic approaches to financial technology : forecasting, trading, and forecasting
Pant, Pawan; Mishra, Kaushal Kishore; Mohan, Arvind - In: Artificial intelligence and machine learning-powered …, (pp. 50-81). 2024
Persistent link: https://www.econbiz.de/10014524939
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The impact of heterogeneous signals on stock price predictability in a rational expectations model
Winter, Christoph - 2018
Through extending a standard Grossman and Stiglitz (1980) noisy rational expectations economy by a heterogeneous signal structure with signal-specific differences in uncertainty, we show that price momentum as well as reversal are not intrinsically at odds with rational behavior. Differences in...
Persistent link: https://www.econbiz.de/10011952636
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Improving Decisions With Market Information : An Experiment on Corporate Prediction Markets
Dianat, Ahrash - 2020
We conduct a lab experiment to investigate an important corporate prediction market setting: A manager needs information about the state of a project, which workers have, in order to make a state-dependent decision. Workers can potentially reveal this information by trading in a corporate...
Persistent link: https://www.econbiz.de/10012849972
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Opposite Sides of a Skewed Bet : Implications and Evidence for Forecast Dispersion and Returns
Goulding, Christian L. - 2018
I test the predictions of a new asset pricing model regarding the interaction of ex-ante return skewness and the dispersion of analysts' earnings forecasts on a sample of U.S. stocks. I present evidence that skewness and forecast dispersion have an interactive pricing impact, that forecast...
Persistent link: https://www.econbiz.de/10012934968
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The Interaction of Skewness and Analysts' Forecast Dispersion in Asset Pricing
Goulding, Christian L. - 2017
I develop a new asset pricing theory that bridges two seemingly unrelated pricing effects from separate literatures: (1 …. The theory generates several novel testable predictions regarding the interaction of ex-ante skewness and forecast …
Persistent link: https://www.econbiz.de/10012966370
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Blockchain factors
Sakkas, Athanasios; Urquhart, Andrew - In: Journal of international financial markets, … 94 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015063169
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AI and Chatbots in Fintech : Revolutionizing Digital Experiences and Predictive Analytics
Arnone, Gioia - 2024
Introduction to AI in Fintech -- The role of chatbots in Fintech -- Business framework of AI-based ChatGPT in Fintech … -- Predictive analytics and machine learning in Fintech -- ChatGPT to decide buying behavior -- Reshaping the digital experience … through ML in Fintech -- Best practices for retaining customers in Fintech -- Applications of predictive models in Fintech …
Persistent link: https://www.econbiz.de/10014531845
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Predictably Unequal? The Effects of Machine Learning on Credit Markets
Fuster, Andreas - 2020
Innovations in statistical technology have sparked concerns about distributional impacts across categories such as race and gender. Theoretically, as statistical technology improves, distributional consequences depend on how changes in functional forms interact with cross-category distributions...
Persistent link: https://www.econbiz.de/10012853445
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Efficient Markets and the Law : A Predictable Past and an Uncertain Future
Hu, Henry T. C. - 2012
This article analyzes the manifold situations in which the efficient-market hypothesis (EMH) has influenced — or has failed to influence — federal securities regulation and state corporate law, and the prospective roles for the EMH in these contexts. In federal securities regulation, the EMH...
Persistent link: https://www.econbiz.de/10013100915
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Managing Demand Forecasting with Moral Hazard and Demand Censoring
Li, Zhaolin - 2014
Demand forecasting has recently become a prime candidate for outsourcing. This research investigates how to design an information quality incentive (IQI) mechanism to manage the quality of demand forecasting in a multi-stage model where the company uses a forecaster's demand forecast to manage...
Persistent link: https://www.econbiz.de/10013052527