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Investment sizing with deep learning prediction uncertainties for high-frequency eurodollar futures trading
Spears, Trent; Zohren, Stefan; Roberts, Stephen - In: The journal of financial data science 3 (2021) 1, pp. 57-73
Persistent link: https://www.econbiz.de/10012486253
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Machine learning algorithms to classify future returns using structured and unstructured data
Livnat, Joshua; Singh, Jyoti - In: The journal of investing : JOI 30 (2021) 3, pp. 62-78
Persistent link: https://www.econbiz.de/10012503379
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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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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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The best of both worlds : forecasting US equity market returns using a hybrid machine learning-time series approach
Wang, Haifeng; Ahluwalia, Harshdeep Singh; … - In: The journal of financial data science 3 (2021) 2, pp. 9-20
Persistent link: https://www.econbiz.de/10012519234
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Rise of the machines : factor investing with artificial neural networks and the cross-section of expected stock returns
Aw, Edward N. W.; Jiang, Joshua; Jiang, John Q. - In: The journal of investing : JOI 29 (2019) 1, pp. 6-17
Persistent link: https://www.econbiz.de/10013177237
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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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Is the size premium really driven by firm size?
Chen, Zhiyao; Li, Jun; Wang, Huijun - In: The journal of investing : JOI 30 (2021) 5, pp. 127-143
Persistent link: https://www.econbiz.de/10012613206
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Black-Litterman and beyond : the Bayesian paradigm in investment management
Kolm, Petter N.; Ritter, Gordon; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 91-113
Persistent link: https://www.econbiz.de/10012503370
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Forecasting long-horizon volatility for strategic asset allocation
Cardinale, Mirko; Naik, Narayan Y.; Sharma, Varun - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 83-98
Persistent link: https://www.econbiz.de/10012486044