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