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Chapter 1: Big Data in Finance: An Overview -- SECTION I: BIG DATA IN THE FINANCIAL MARKETS -- Chapter 2: Alternative Data -- Chapter 3: An Algorithmic Trading Strategy to Balance Profitability and Risk -- Chapter 4: High-Frequency Trading and Market Efficiency in the Moroccan Stock Market --...
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We use machine learning methods for modeling multi-period corporate default probabilities and obtain higher prediction accuracy compared to linear models with the differences being larger for longer prediction horizons. Overall, tree-boosting has the highest prediction accuracy. In addition, we...
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