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Beyond Econometrics: A Roadmap Towards Financial Machine Learning
14 references·2 citing·47 second hop
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this work references cited by second hop

References

  • 2014Big Data: New Tricks for Econometrics1,608 cited
  • 2014Economics in the age of big data536 cited
  • 2013Multivariate Time Series Analysis: With R and Financial Applications396 cited
  • 2016Building Diversified Portfolios that Outperform Out of Sample332 cited
  • 1998Diffusion Indexes268 cited
  • 1982Academic Economics231 cited
  • 2014Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance219 cited
  • 2020Microstructure in the Machine Age111 cited
  • 2016Discerning information from trade data101 cited
  • 2019Ten Applications of Financial Machine Learning81 cited
  • 2014The Digital Universe Rich Data and the Increasing Value of the Internet of Things68 cited
  • 2019Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing60 cited
  • 2019Detection of false investment strategies using unsupervised learning methods42 cited
  • 2019A Data Science Solution to the Multiple-Testing Crisis in Financial Research27 cited

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  • 2021Confronting Machine Learning with Financial Research24 cited

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2023
DENETİM LİTERATÜRÜNDE DÜNYA ÇAPINDA EĞİLİMLER: BİBLİYOMETRİK BİR ANALİZ
5 cited