Purpose: This study aims to explore the optimization of Stock Pairs Trading Strategies' performance using AI techniques, with a focus on accurately evaluating stock similarities and selecting the most suitable pairs. Design/methodology/approach: A variety of AI models, including Autoencoders...

We consider the availability of new harmonized data sources and novel machine learning methodologies in the construction of a social vulnerability index (SoVI), a multidimensional measure that defines how individuals’ and communities may respond to hazards including natural disasters, economic...

Purpose: This study aims to explore the optimization of Stock Pairs Trading Strategies' performance using AI techniques, with a focus on accurately evaluating stock similarities and selecting the most suitable pairs. Design/methodology/approach: A variety of AI models, including Autoencoders...

Machine learning (ML) is a novel method that has applications in asset pricing and that fits well within the problem of measurement in economics. Unlike econometrics, ML models are not designed for parameter estimation and inference, but similar to econometrics, they address, and may be better...

Machine learning (ML) is a novel method that has applications in asset pricing and that fits well within the problem of measurement in economics. Unlike econometrics, ML models are not designed for parameter estimation and inference, but similar to econometrics, they address, and may be better...