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Confronting Machine Learning with Financial Research
16 references·0 citing·49 second hop
Confronting Machine Learning with Financial Research (2021)Confronting Machine Learning with Financi…Machine learning in the Chinese stock market (2021)Machine learning in the Chine…Evaluating time series forecasting models: an empirical study on performance estimation methods (2020)Evaluating time series foreca…Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Statistical and Machine Learn…Forecasting at Scale (2017)Forecasting at ScaleConditional Time Series Forecasting with Convolutional Neural Networks (2017)Conditional Time Series Forec…A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)A deep learning framework for…Does Academic Research Destroy Stock Return Predictability? (2015)Does Academic Research Destro…Big Data: New Tricks for Econometrics (2014)Big Data: New Tricks for Econ…Machine Learning Strategies for Time Series Forecasting (2013)Machine Learning Strategies f…The Fourth Paradigm: Data-Intensive Scientific Discovery (2009)The Fourth Paradigm: Data-Int…Empirical properties of asset returns: stylized facts and statistical issues (2001)Empirical properties of asset…Structural Equation Modeling: Foundations and Extensions (2000)Structural Equation Modeling:…Noise (1986)NoiseOn Estimating the Expected Return on the Market: An Exploratory Investigation (1980)On Estimating the Expected Re…On estimating the expected return on the market (1980)On estimating the expected re…The Behavior of Stock-Market Prices (1965)Fractional Brownian Motions, Fractional Noises and Applications (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Heterogeneous Agent Models in Economics and Finance (2005)Copula Modeling: An Introduction for Practitioners (2007)Predicting the Present with Google Trends (2012)Why Are There Still So Many Jobs? The History and Future of Workplace Automation (2015)Human Decisions and Machine Predictions (2017)American Economic Review (2019)Forecasting: theory and practice (2022)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Digesting Anomalies: An Investment Approach (2012)… and the Cross-Section of Expected Returns (2015)Replicating Anomalies (2018)Exponential smoothing: The state of the art (1985)A state space framework for automatic forecasting using exponential smoothing methods (2002)25 years of time series forecasting (2006)Fake news on Twitter during the 2016 U.S. presidential election (2019)The good, the bad and the ugly on COVID-19 tourism recovery (2020)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Another look at measures of forecast accuracy (2006)N-BEATS: Neural basis expansion analysis for interpretable time series forecasting (2019)The M4 Competition: 100,000 time series and 61 forecasting methods (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Industry costs of equity (1997)Common risk factors in the returns on stocks and bonds (1993)Comparing Predictive Accuracy (1994)A five-factor asset pricing model (2014)Characteristics are covariances: A unified model of risk and return (2019)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Continuous Auctions and Insider Trading (1985)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Evaluating the Fit of Structural Equation Models: Tests of Significance and Descriptive Goodness-of-Fit Measures (2003)Reporting Structural Equation Modeling and Confirmatory Factor Analysis Results: A Review (2006)The Handbook of Research Synthesis and Meta-Analysis (2019)Big Data, new epistemologies and paradigm shifts (2014)Data-intensive applications, challenges, techniques and technologies: A survey on Big Data (2014)Toward Scalable Systems for Big Data Analytics: A Technology Tutorial (2014)
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References

  • 2001Empirical properties of asset returns: stylized facts and statistical issues3,658 cited
  • 2017Forecasting at Scale3,054 cited
  • 2020Empirical Asset Pricing via Machine Learning2,832 cited
  • 1980On estimating the expected return on the market2,818 cited
  • 1986Noise1,826 cited
  • 2000Structural Equation Modeling: Foundations and Extensions1,821 cited
  • 2018Statistical and Machine Learning forecasting methods: Concerns and ways forward1,659 cited
  • 2014Big Data: New Tricks for Econometrics1,608 cited
  • 2015Does Academic Research Destroy Stock Return Predictability?1,563 cited
  • 2009The Fourth Paradigm: Data-Intensive Scientific Discovery1,439 cited
  • 2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory1,177 cited
  • 1980On Estimating the Expected Return on the Market: An Exploratory Investigation775 cited
  • 2020Evaluating time series forecasting models: an empirical study on performance estimation methods610 cited
  • 2021Machine learning in the Chinese stock market593 cited
  • 2013Machine Learning Strategies for Time Series Forecasting575 cited

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2017
Conditional Time Series Forecasting with Convolutional Neural Networks
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