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Ten Applications of Financial Machine Learning
8 references·3 citing·44 second hop
Ten Applications of Financial Machine Learning (2019)Ten Applications of Financial Machine Lea…Empirical Asset Pricing via Machine Learning (2018)Empirical Asset Pricing via M…The Billion Prices Project: Using Online Prices for Measurement and Research (2016)The Billion Prices Project: U…Building Diversified Portfolios that Outperform Out of Sample (2016)Building Diversified Portfoli…Backtesting (2015)BacktestingPseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance (2014)Pseudo-Mathematics and Financ…Economics in the age of big data (2014)Economics in the age of big d…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor Sentiment and the Cross-Section of Stock Returns (2003)Investor Sentiment and the Cr…Artificial Intelligence vs. Efficient Markets: A Critical Reassessment of Predictive Models in the Big Data Era (2025)Artificial Intelligence vs. E…Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement (2022)Encoded Value-at-Risk: A mach…Beyond Econometrics: A Roadmap Towards Financial Machine Learning (2019)Beyond Econometrics: A Roadma…Big Data: New Tricks for Econometrics (2014)Household Surveys in Crisis (2015)Online labour index: Measuring the online gig economy for policy and research (2018)Unleashing the convergence amid digitalization and sustainability towards pursuing the Sustainable Development Goals (SDGs): A holistic review (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Time Series Momentum (2011)Understanding commonality in liquidity around the world (2011)Manager sentiment and stock returns (2018)Multivariate Time Series Analysis: With R and Financial Applications (2013)The Purchasing Power Parity Puzzle (1996)Frictionless Commerce? A Comparison of Internet and Conventional Retailers (2000)Can potential mismeasurement of the digital economy explain the post-crisis slowdown in GDP and productivity growth? (2017)The Role of Digital Economy to Enhancing Sustainable Economic Development (2020)Large Shocks Travel Fast (2023)Comparing Predictive Accuracy (1994)A five-factor asset pricing model (2014)Anomalies and False Rejections (2020)A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news (2021)How is machine learning useful for macroeconomic forecasting? (2022)Global Portfolio Optimization (1992)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Hierarchical Clustering Based Asset Allocation (2016)A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (2021)Robo-advisor using genetic algorithm and BERT sentiments from tweets for hybrid portfolio optimisation (2021)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)Why Most Published Research Findings Are False (2005)The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality (2014)The probability of backtest overfitting (2016)An Application of Deep Reinforcement Learning to Algorithmic Trading (2020)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Power failure: why small sample size undermines the reliability of neuroscience (2013)Generative adversarial networks for financial trading strategies fine-tuning and combination (2020)Empirical asset pricing via machine learning: evidence from the European stock market (2021)Why don't asset managers accelerate ESG investing? A sentiment analysis based on 13,000 messages from finance professionals (2022)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
this work references cited by second hop

References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2003Investor Sentiment and the Cross-Section of Stock Returns1,456 cited
  • 2014Economics in the age of big data528 cited
  • 2018Empirical Asset Pricing via Machine Learning384 cited
  • 2016Building Diversified Portfolios that Outperform Out of Sample301 cited
  • 2014Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance219 cited
  • 2015Backtesting67 cited
  • 2016The Billion Prices Project: Using Online Prices for Measurement and Research54 cited

Cited by

  • 2025Artificial Intelligence vs. Efficient Markets: A Critical Reassessment of Predictive Models in the Big Data Era35 cited
  • 2019Beyond Econometrics: A Roadmap Towards Financial Machine Learning33 cited
  • 2022Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement21 cited

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