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2023 Research Papers Of The Year

2023 Research Papers Of The Year

Education / Trading and Investing

Implementing Portfolio Risk Management and Hedging in Practice by Paul Bilokon :: SSRN

Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book – Kolm – 2023 – Mathematical Finance – Wiley Online Library

Valuing Data as an Asset* | Review of Finance | Oxford Academic (oup.com)

Financial Machine Learning by Bryan T. Kelly, Dacheng Xiu :: SSRN

Pseudo-Factors and Factor Investing by Marcos Lopez de Prado :: SSRN

A Compendium of Data Sources for Data Science, Machine Learning, and Artificial Intelligence by Paul Bilokon, Oleksandr Bilokon, Saeed Amen :: SSRN

[2309.05926] SCOP: Schrodinger Control Optimal Planning for Goal-Based Wealth Management (arxiv.org)

Trading with Concave Price Impact and Impact Decay – Theory and Evidence by Natascha Hey, Iacopo Mastromatteo, Johannes Muhle-Karbe, Kevin Webster :: SSRN

Ranking Empirical Evidence in Finance by Marcos Lopez de Prado :: SSRN

Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book by Petter N. Kolm, Jeremy Turiel, Nicholas Westray :: SSRN

[2309.04547] Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Results (arxiv.org)

A Causal Analysis of Market Contagion: A Double Machine Learning Approach | Portfolio Management Research (pm-research.com)

Data Driven Dimensionality Reduction to Improve Modeling Performance by Joshua Chung, Marcos Lopez de Prado, Horst Simon, Kesheng Wu :: SSRN

2023 Research Papers Of The Year 2023 Research Papers Of The Year

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