[HTML][HTML] The use of predictive analytics in finance
D Broby - The Journal of Finance and Data Science, 2022 - Elsevier
Statistical and computational methods are being increasingly integrated into Decision
Support Systems to aid management and help with strategic decisions. Researchers need to …
Support Systems to aid management and help with strategic decisions. Researchers need to …
Robust portfolio optimization: a categorized bibliographic review
Robust portfolio optimization refers to finding an asset allocation strategy whose behavior
under the worst possible realizations of the uncertain inputs, eg, returns and covariances, is …
under the worst possible realizations of the uncertain inputs, eg, returns and covariances, is …
Big data techniques in auditing research and practice: Current trends and future opportunities
A Gepp, MK Linnenluecke, TJ O'Neill… - Journal of Accounting …, 2018 - emerald.com
This paper analyses the use of big data techniques in auditing, and finds that the practice is
not as widespread as it is in other related fields. We first introduce contemporary big data …
not as widespread as it is in other related fields. We first introduce contemporary big data …
[BOOK][B] Urban social listening: Potential and pitfalls for using microblogging data in studying cities
This book analyses new software tools and social media data that can be used to explore
the attitudes of people in urban places. It reports on the findings of several research projects …
the attitudes of people in urban places. It reports on the findings of several research projects …
[BOOK][B] Algorithmic trading and quantitative strategies
R Velu - 2020 - taylorfrancis.com
Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this
growing field with a unique mix of quantitative rigor and practitioner's hands-on experience …
growing field with a unique mix of quantitative rigor and practitioner's hands-on experience …
Fundamental analysis and mean-variance optimal portfolios
We integrate fundamental analysis with mean-variance portfolio optimization to form fully
optimized fundamental portfolios. We find that fully optimized fundamental portfolios produce …
optimized fundamental portfolios. We find that fully optimized fundamental portfolios produce …
[HTML][HTML] Financial risk and better returns through smart beta exchange-traded funds?
J Bowes, M Ausloos - Journal of Risk and Financial Management, 2021 - mdpi.com
Smart beta exchange-traded funds (SB ETFs) have caught the attention of investors due to
their supposed ability to offer a better risk–return trade-off than traditionally structured …
their supposed ability to offer a better risk–return trade-off than traditionally structured …
The Role of Analytics and Robo-Advisory in Investors' Financial Decisions and Risk Management: Review of Literature Post-Global Financial Crisis
The global financial world has been experiencing increasing complexities in the design and
construct of financial instruments, wherein the average retail investors need to be well …
construct of financial instruments, wherein the average retail investors need to be well …
Alpha forecasting in factor investing: discriminating between the informational content of firm characteristics
L Heinrich, M Zurek - Financial Markets and Portfolio Management, 2019 - Springer
This paper applies a linear alpha forecasting framework to enhance commonly used factor
investing strategies by taking into account the informational content and interaction effects of …
investing strategies by taking into account the informational content and interaction effects of …
A Systematic Review of the Literature on Financial Applications of Predictive Analytics
SS Nanda - Data-Driven Approaches for Effective Managerial …, 2023 - igi-global.com
To assist the management and support the strategic decisions, statistical and computational
methodologies are being progressively incorporated into decision support systems. To …
methodologies are being progressively incorporated into decision support systems. To …