We survey recent methodological contributions in asset pricing using factor models and
machine learning. We organize these results based on their primary objectives: estimating …

Od Yogiego Berry do Henriego Poincarégo Rozdział 10: SKANDAL PROGNOZOWANIA O
niesprecyzowanej liczbie kochanków carycy Katarzyny Powrót ślepoty na Czarne Łabędzie …

Several studies have been published in the last 55 years exploring technical analysis.
However, there is a lack of research that consolidates the available knowledge concerning …

We survey the nascent literature on machine learning in the study of financial markets. We
highlight the best examples of what this line of research has to offer and recommend …

There is growing interest in enhancing research transparency and reproducibility in
economics and other scientific fields. We survey existing work on these topics within …

Hundreds of papers and factors attempt to explain the cross-section of expected returns.
Given this extensive data mining, it does not make sense to use the usual criteria for …

За одно только последнее десятилетие человечество пережило ряд тяжелейших
катастроф, потрясений и катаклизмов, не укладывающихся в рамки самых …

We survey the literature on stock return forecasting, highlighting the challenges faced by
forecasters as well as strategies for improving return forecasts. We focus on US equity …

Econometric models of temperature impacts on GDP are increasingly used to inform global
warming damage assessments. But theory does not prescribe estimable forms of this …

The foreign exchange (FOREX) market is one of the biggest financial markets in the world.
More than 5.1 trillion dollars are traded each day in the FOREX market by banks, retail …