Growth and value are popular terms in the lexicon of finance. For many years, scholars and investment professionals … have claimed that value strategies outperform the growth ones, even in major market declines. However, since the early 2010 …'s, this seems to no longer hold, as growth strategies consistently generate superior returns. With declaration of Covid …

(IPOs). More specifically, we examine whether there are differences between the performance of value and growth stock IPOs … in the Finnish stock market. Our results indicate that growth stock IPOs are slightly more underpriced and have …

dependencies and frame semantic parses into graphs. Feature engineering is folded into the learning through convolution graph … kernel learning to explore different extents of the graph. A high-dimensional space of features includes individual nodes to …

Machine learning is an increasingly important and controversial topic in quantitative finance. A lively debate persists … as to whether machine learning techniques can be practical investment tools. Although machine learning algorithms can … a simple example of how investors can use machine learning techniques to forecast the cross-section of stock returns …

We develop an innovative deep neural network (DNN) supervised learning approach to extracting insightful topic …

We investigate the use of machine learning techniques into building statistically stable systematic allocation … estimator of the covariance matrix, or a variant of Mean Variance framework but an application of Machine Learning techniques to ….Recent advances in Neural Network, Deep Learning and Machine Learning allows a more efficient modeling of the no-linear statistical …

information and investment choice, we estimate a learning index that reflects the expected benefits of learning about an asset …. High learning index stocks have lower future returns and risk compared to low learning index stocks. Analysis of a … information environment surrounding earnings announcements reinforce our interpretation of the learning index. Our findings …