Works matching IS 26403943 AND DT 2022 AND VI 4 AND IP 1

Results: 10

Cryptocurrency Sectorization through Clustering and Web-Scraping: Application to Systematic Trading.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 1, p. 158, doi. 10.3905/jfds.2021.1.080

By:

Mahdavi-Damghani, Babak;
Fraser, Robert;
Howell, James;
Halldorsson, Jon Sveinbjorn

Publication type:

Article

Forests for Fama.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 1, p. 145, doi. 10.3905/jfds.2021.1.086

By:

Simonian, Joseph

Publication type:

Article

ESG and Alternative Data: Capturing Corporates’ Sustainability Related Activities with Job Postings.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 1, p. 130, doi. 10.3905/jfds.2021.1.082

By:

Dor, Arik Ben;
Guan, Jingling;
Kelleher, Adam;
Lauretig, Adam;
Preclaw, Ryan;
Xiaming Zeng

Publication type:

Article

Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 1, p. 111, doi. 10.3905/jfds.2021.1.081

By:

Wood, Kieran;
Roberts, Stephen;
Zohren, Stefan

Publication type:

Article

Systematic Pricing and Trading of Municipal Bonds.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 1, p. 87, doi. 10.3905/jfds.2021.1.079

By:

Kolm, Petter N.;
Purushothaman, Sudarshan

Publication type:

Article

Forecasting US Equity and Bond Correlation—A Machine Learning Approach.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 1, p. 76, doi. 10.3905/jfds.2022.4.1.076

By:

Boyu Wu;
DiCiurcio, Kevin J.;
Beatrice Yeo;
Qian Wang

Publication type:

Article

Investable and Interpretable Machine Learning for Equities.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 1, p. 54, doi. 10.3905/jfds.2021.1.084

By:

Yimou Li;
Simon, Zachary;
Turkington, David

Publication type:

Article

Deep Learning for Exotic Option Valuation.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 1, p. 41, doi. 10.3905/jfds.2021.1.083

By:

Jay Cao;
Jacky Chen;
Hull, John;
Poulos, Zissis

Publication type:

Article

When Do Investors Freak Out? Machine Learning Predictions of Panic Selling.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 1, p. 11, doi. 10.3905/jfds.2021.1.085

By:

Elkind, Daniel;
Kaminski, Kathryn;
Lo, Andrew W.;
Kien Wei Siah;
Chi Heem Wong

Publication type:

Article

Untitled.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 1, p. 1

By:

Fabozzi, Francesco A.

Publication type:

Article