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Can Machines 'Learn' Finance?
12 references·2 citing·39 second hop
Can Machines 'Learn' Finance? (2020)Can Machines 'Learn' Finance?Trading Costs (2018)Trading CostsEmpirical Asset Pricing via Machine Learning (2018)Empirical Asset Pricing via M…Characteristics Are Covariances: A Unified Model of Risk and Return (2018)Characteristics Are Covarianc…Equality of Opportunity in Supervised Learning (2016)Equality of Opportunity in Su…Preprint repository arXiv achieves milestone million uploads (2014)Preprint repository arXiv ach…Online portfolio selection (2014)Online portfolio selectionDiscovering Interesting Patterns for Investment Decision Making with GLOWER ☹—A Genetic Learner Overlaid with Entropy Reduction (2000)Discovering Interesting Patte…Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices (1998)Nonparametric Estimation of S…An artificial neural network-GARCH model for international stock return volatility (1997)An artificial neural network-…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Machine Learning for Active Portfolio Management (2021)Machine Learning for Active P…Integrating Prediction in Mean-Variance Portfolio Optimization (2021)Integrating Prediction in Mea…PORTFOLIO SELECTION* (1952)Universal portfolios with and without transaction costs (1997)Moving average reversion strategy for on-line portfolio selection (2015)Robust Median Reversion Strategy for Online Portfolio Selection (2016)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Forecasting volatility of oil price using an artificial neural network-GARCH model (2016)A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis (2018)Peanut oil price change forecasts through the neural network (2025)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Recovering Risk Aversion from Option Prices and Realized Returns (2000)Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices (2004)The Model-Free Implied Volatility and Its Information Content (2005)Fairness through awareness (2012)Big Data's Disparate Impact (2014)Fair Prediction with Disparate Impact: A Study of Bias in Recidivism Prediction Instruments (2017)A Survey on Bias and Fairness in Machine Learning (2021)ChatGPT: A comprehensive review on background, applications, key challenges, bias, ethics, limitations and future scope (2023)Common risk factors in the returns on stocks and bonds (1993)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)Econometric Analysis of Cross Section and Panel Data (2001)Learning in Repeated Auctions with Budgets: Regret Minimization and Equilibrium (2017)Autoencoder Asset Pricing Models (2019)The impact of sentiment and attention measures on stock market volatility (2019)Does Option Trading Have a Pervasive Impact on Underlying Stock Prices? (2016)The Idiosyncratic Momentum Anomaly (2017)Asset Pricing and Sports Betting (2021)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2016Equality of Opportunity in Supervised Learning2,535 cited
  • 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited
  • 2018Empirical Asset Pricing via Machine Learning384 cited
  • 2014Preprint repository arXiv achieves milestone million uploads302 cited
  • 2014Online portfolio selection245 cited
  • 1997An artificial neural network-GARCH model for international stock return volatility227 cited
  • 2018Trading Costs108 cited
  • 2000Discovering Interesting Patterns for Investment Decision Making with GLOWER ☹—A Genetic Learner Overlaid with Entropy Reduction85 cited
  • 2018Characteristics Are Covariances: A Unified Model of Risk and Return48 cited

Cited by

  • 2021Integrating Prediction in Mean-Variance Portfolio Optimization39 cited
  • 2021Machine Learning for Active Portfolio Management37 cited

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