A look-ahead bias-free paper using LLMs in finance?
The relationship between time-series predictability and factor investing.
Portfolios achieving an impressive annualized return of 35.68% and a Sharpe ratio of 3.28.
Innovative approach to statistical arbitrage in international crude oil futures markets.
How to anticipate price movements using hidden factors before they impact the market.
Using Deep Learning to go beyond traditional trend-following methods.
How news media content shapes the cross-section of equity option returns.
How ML helps with yield curve prediction by uncovering hidden macroeconomic regimes.
Uncovering key factor patterns in stock return prediction with ML.
How ML can improve short-term return predictions with a focus on stability?
New strategy for stock index forecasting that leverages Machine Learning.
Leveraging semivolatility to enhance risk-adjusted returns
