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Search: subject:"Big data/machine learning"
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big data/machine learning
21
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performance measurement
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Jaeger, Markus
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The journal of financial data science
24
The journal of investing : JOI
3
The journal of portfolio management : JPM
3
Personnel psychology : a journal of applied research
1
The journal of impact and ESG investing
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
34
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21
Deep Q-learning for trading cryptocurrency
Ma, Yu chien
;
Wang, Zoe
;
Fleiss, Alexander
- In:
The journal of financial data science
3
(
2021
)
3
,
pp. 121-127
Persistent link: https://www.econbiz.de/10012613545
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22
Weak supervision and Black-Litterman for automated ESG portfolio construction
Sokolov, Alik
;
Caverly, Kyle
;
Mostovoy, Jonathan
; …
- In:
The journal of financial data science
3
(
2021
)
3
,
pp. 129-138
Persistent link: https://www.econbiz.de/10012613548
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23
Confronting machine learning with financial research
Lommers, Kristof
;
El Harzli, Ouns
;
Kim, Jack
- In:
The journal of financial data science
3
(
2021
)
3
,
pp. 67-96
Persistent link: https://www.econbiz.de/10012613555
Saved in:
24
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
Saved in:
25
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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26
The promises and pitfalls of machine learning for predicting stock returns
Leung, Edward
;
Lohre, Harald
;
Mischlich, David
;
Shea, Yifei
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 21-50
Persistent link: https://www.econbiz.de/10012519237
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27
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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28
Building cross-sectional systematic strategies by learning to rank
Poh, Daniel
;
Lim, Bryan
;
Zohren, Stefan
;
Roberts, Stephen
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 70-86
Persistent link: https://www.econbiz.de/10012519246
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29
A machine learning approach in regime-switching risk parity portfolios
Uysal, A. Sinem
;
Mulvey, John M.
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 87-108
Persistent link: https://www.econbiz.de/10012519262
Saved in:
30
Style rotation revisited
Galakis, John
;
Vrontos, Ioannis
;
Vrontos, Spyridon
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 110-133
Persistent link: https://www.econbiz.de/10012519266
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