Big data in finance: Evidence and challenges

I review the literature on the use of big data sets in finance. While big data and machine learning are exciting fields, there is a danger that we get carried away by the novelty of the topics but pay less attention to the reliability of the academic evidence. Following my review, I argue that big d...

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Bibliographic Details
Main Author: Avanidhar Subrahmanyam
Format: Article
Language:English
Published: Elsevier 2019-12-01
Series:Borsa Istanbul Review
Online Access:http://www.sciencedirect.com/science/article/pii/S2214845019302650