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
New machine learning model to improve the accuracy of equity option closing prices.
End-To-End Machine Learning strategy for options trading
Jointly Learning Time-Series and Cross-Sectional Strategies
New model focusing on correlations among assets instead of traditional common factors.
Generalizing up- and down-side betas to multi-factor functional measures of covariation
Deep Momentum Networks (DMNs), a new method for improving time series momentum strategies.
ML techniques in one-day-ahead volatility forecasts for stocks in the Dow Jones Industrial Average (DJIA)
