Academic Papers Mashup
- Reversals Reconsidered [@Quantivity]Reversals Reconsidered
- 6 days ago, 4 Mar 14, 4:20am -
- Model of Momentum and Market States: Theory and Evidence [@Quantivity]Model of Momentum and Market States: Theory and Evidence
- 8 days ago, 2 Mar 14, 12:02pm -
- Multiple Hidden Markov Models for Categorical Time Series [@Quantivity]Multiple Hidden Markov Models for Categorical Time Series
- 8 days ago, 2 Mar 14, 12:01pm -
- Statistical Arbitrage Using Two-Stage Correlation and Cointegration [@Quantivity]Statistical Arbitrage Using Two-Stage Correlation and Cointegration
- 9 days ago, 1 Mar 14, 12:56pm -
- Brief Historical Perspective on Financial Mathematics and some Recent Developments [@Quantivity]Brief Historical Perspective on Financial Mathematics and some Recent Developments
- 9 days ago, 1 Mar 14, 12:00pm -
- Equity Investment Styles: Recent Evidence on Existence and Cyclicality of Investment Styles [@Quantivity]Equity Investment Styles: Recent Evidence on Existence and Cyclicality of Investment Styles
- 12 days ago, 26 Feb 14, 4:20am -
- Machine Learning at Scale [@Quantivity]Machine Learning at Scale
- 12 days ago, 26 Feb 14, 4:14am -
- Linear-Rational Term Structure Models [@Quantivity]Linear-Rational Term Structure Models
- 13 days ago, 25 Feb 14, 4:05am -
- Time-Dependent Heston Model [@Quantivity]Time-Dependent Heston Model
- 13 days ago, 25 Feb 14, 3:59am -
- Stock Picking Skills of SEC Employees [@Quantivity]Stock Picking Skills of SEC Employees
- 14 days ago, 24 Feb 14, 6:09pm -
- Modelling Stochastic Correlation [@Quantivity]Modelling Stochastic Correlation
- 14 days ago, 24 Feb 14, 3:26am -
- Student-t Processes as Alternatives to Gaussian Processes [@Quantivity]Student-t Processes as Alternatives to Gaussian Processes
- 14 days ago, 24 Feb 14, 3:22am -
- Credit Suisse Global Investment Returns Yearbook 2014 [@Quantivity]Credit Suisse Global Investment Returns Yearbook 2014
- 15 days ago, 23 Feb 14, 8:42pm -
- Context-Dependent Pre-Trained Deep Neural Networks for Large-Vocabulary Speech Recognition [@Quantivity]Context-Dependent Pre-Trained Deep Neural Networks for Large-Vocabulary Speech Recognition
- 15 days ago, 23 Feb 14, 3:17pm -
- How I Trade and Invest in Stocks and Bonds (Wyckoff 1925) [@Quantivity]How I Trade and Invest in Stocks and Bonds (Wyckoff 1925)
- 15 days ago, 23 Feb 14, 8:19am -
- Foreign Exchange Risk and Predictability of Carry Trade Returns [@Quantivity]Foreign Exchange Risk and Predictability of Carry Trade Returns
- 22 days ago, 16 Feb 14, 7:30am -
- Trend Following Trading under a Regime Switching Model [@Quantivity]Trend Following Trading under a Regime Switching Model
- 23 days ago, 15 Feb 14, 4:18pm -
- Hierarchical Information Clustering by Means of Topologically Embedded Graphs [@Quantivity]Hierarchical Information Clustering by Means of Topologically Embedded Graphs
- 24 days ago, 14 Feb 14, 3:08pm -
- Partial Correlation Analysis: Applications for Financial Markets [@Quantivity]Partial Correlation Analysis: Applications for Financial Markets
- 30 days ago, 8 Feb 14, 11:08am -
- Sequential Model-Based Ensemble Optimization [@Quantivity]Sequential Model-Based Ensemble Optimization
- 33 days ago, 5 Feb 14, 3:20am -
- Research Library: The Dishonesty of Honest People: A Theory of Self-Concept Maintenance [Money Science]Nina MazarUniversity of Toronto - Joseph L. Rotman School of ManagementOn AmirUniversity of California, San Diego (UCSD) - Rady School of Management...
- 62 days ago, 7 Jan 14, 7:31am -
- Research Library: The Skin In The Game Heuristic for Protection Against Tail Events [Money Science]Nassim Nicholas TalebNew York University; Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)Constantine SandisOx...
- 62 days ago, 7 Jan 14, 7:20am -
- Research Library: Thinking like a trader selectively reduces individuals' loss aversion [Money Science]Peter Sokol-Hessner, Ming Hsu, Nina G. Curley, Mauricio R. Delgado, Colin F. Camerer and Elizabeth A. PhelpsAbstractResearch on emotion regulation has...
- 63 days ago, 6 Jan 14, 6:30am -
- Research Library: Reciprocity as the Foundation of Financial Economics [Money Science]Timothy C. JohnsonThe Maxwell Institute for Mathematical SciencesOctober 10, 2013Abstract: This paper argues...
- 11 Nov 13, 11:13am -
- Research Library: Statistical Signatures in Times of Panic: Markets as a Self-Organizing System [Money Science]Lisa BorlandAbstractWe study properties of the cross-sectional distribution of returns. A significant anti-correlation between dispersion and cross-sectional...
- 14 May 13, 5:12am -
- Research Library: Quantifying Collective Attention from Tweet Stream [Money Science]Kazutoshi Sasahara, Yoshito Hirata, Masashi Toyoda, Masaru Kitsuregawa, Kazuyuki Aihara AbstractOnline social media are increasingly facilitating our social...
- 7 May 13, 10:46am -
- Research Library: Quantifying Trading Behavior in Financial Markets Using Google Trends [Money Science]This article has been covered at the BBC here.By Tobias Preis, Helen Susan...
- 25 Apr 13, 4:18pm -
- Research Library: Existential Risk Prevention as a Global Priority [Money Science]This paper was recently covered by the BBC: How are humans going to become extinct?(2...
- 24 Apr 13, 4:55am -
- Research Library: Open Access to Data: An Ideal Professed but Not Practised [Money Science]Patrick Andreoli VersbachMax Planck Institute for Intellectual Property and Competition Law; Ludwig-Maximilians-Universität Munich - Munich Graduate School of Economics (MGSE)...
- 23 Apr 13, 8:58am -
- Research Library: A Guide to Modeling Counterparty Credit Risk [Money Science]Steven H. ZhuMorgan Stanley; Banc of America Merrill LynchMichael PykhtinBank of AmericaGARP Risk Review, July/August 2007...
- 25 Mar 13, 6:12am -
This is a mashup of academic papers from sources related to quantitative trading and finance. Unlike the quant mashup, this list is not curated.
You can support the good things we're doing here in two ways:
1. A small contribution via Paypal. A Paypal account is not required.
2. By making your Amazon purchases through this link. Your shopping experience is not affected in any way.
Read on readers!