Identifying actionable serial correlations in financial markets von Cheong, Siew Ann, Lee, Yann Wei, Li, Ying Ying, Lim, Jia Qing, Tan, Jadie Jiok Duan, Teo, Joan Xin Ping

Schlagworte: Volltext

Understanding changes in the topology and geometry of financial market correlations during a market crash von Yen, Peter Tsung-Wen, Xia, Kelin, Cheong, Siew Ann

Schlagworte: Volltext

Essays on social interaction and market fragmentation in experimental finance von Wang, Yan

Schlagworte: Volltext

Leveraging fundamental, technical, and sentiment analyses with quantitative techniques and machine learning in trading von Yang, Zhuoxun

Schlagworte: Volltext

14.454 Macroeconomic Theory IV, Fall 2004 von Caballero, Ricardo

Schlagworte: Volltext

Using topological data analysis (TDA) and persistent homology to analyze the stock markets in Singapore and Taiwan von Yen, Peter Tsung-Wen, Cheong, Siew Ann

Schlagworte: Volltext

Enhancing downstream ML performance with unconditional diffusion models for return predictions von Agarwala, Pratham

Schlagworte: Volltext

Following Libor: financial benchmarks, law, and the government of economic life von Haskew, M

Schlagworte: “… Financial market governance …”

14.461 Advanced Macroeconomics I, Fall 2009 von Lorenzoni, Guido, Guerrieri, Veronica

Schlagworte: “… decentralized trading in financial markets …”
Volltext