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Large data sets and machine learning: Applications to statistical arbitrage
16 references·15 citing·36 second hop
Large data sets and machine learning: Applications to statistical arbitrage (2019)Large data sets and machine learning: App…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…Challenges of Big Data analysis (2014)Challenges of Big Data analys…Big Data: New Tricks for Econometrics (2014)Big Data: New Tricks for Econ…Business Intelligence and Analytics: From Big Data to Big Impact (2012)Business Intelligence and Ana…Big data: The next frontier for innovation, competition, and productivity (2011)Big data: The next frontier f…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Optimal Versus Naive Diversif…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Oil and the Stock Markets (1996)Oil and the Stock MarketsMeasuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…The Sharpe Ratio (1994)The Sharpe RatioCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Hybrid Machine Learning Models for Long-Term Stock Market Forecasting: Integrating Technical Indicators (2025)Hybrid Machine Learning Model…Artificial Intelligence vs. Efficient Markets: A Critical Reassessment of Predictive Models in the Big Data Era (2025)Artificial Intelligence vs. E…Cross-impact of order flow imbalance in equity markets (2023)Cross-impact of order flow im…Pairs trading via unsupervised learning (2022)Pairs trading via unsupervise…Mean–variance portfolio optimization with deep learning based-forecasts for cointegrated stocks (2022)Mean–variance portfolio optim…Applying Artificial Intelligence in Cryptocurrency Markets: A Survey (2022)Applying Artificial Intellige…Revealing Pairs-trading opportunities with long short-term memory networks (2021)Revealing Pairs-trading oppor…I agree with the decision, but they didn't deserve this (2021)I agree with the decision, bu…Forecasting mid-price movement of Bitcoin futures using machine learning (2021)Forecasting mid-price movemen…Elements of Credit Rating: A Hybrid Review and Future Research Agenda (2021)Elements of Credit Rating: A …Educating Computer Science Students about Algorithmic Fairness, Accountability, Transparency and Ethics (2021)Educating Computer Science St…Capturing dynamics of post-earnings-announcement drift using a genetic algorithm-optimized XGBoost (2021)Capturing dynamics of post-ea…Forex exchange rate forecasting using deep recurrent neural networks (2020)Forex exchange rate forecasti…Cryptocurrency Trading Using Machine Learning (2020)Cryptocurrency Trading Using …Can deep learning predict risky retail investors? 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this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2012Business Intelligence and Analytics: From Big Data to Big Impact6,241 cited
  • 2011Big data: The next frontier for innovation, competition, and productivity5,202 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?3,193 cited
  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 1994The Sharpe Ratio2,542 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 2014Big Data: New Tricks for Econometrics1,574 cited
  • 2014

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Challenges of Big Data analysis
1,482 cited

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