Publications
Academic publications from team members in machine learning and finance. Data sourced from OpenAlex.
Publications by Year
Citations by Year
Featured Publications
Highlighted works most relevant to the project
When Machines Read the News: Using Automated Text Analytics to Quantify High Frequency News-Implied Market Reactions
Pioneering study applying automated text analytics to quantify how financial news drives high-frequency market reactions, published in the Journal of Empirical Finance.
Buzzwords Build Momentum: Global Financial Twitter Sentiment and the Aggregate Stock Market
Applies NLP-based sentiment analysis to global financial Twitter data, demonstrating how machine-extracted signals predict aggregate stock market movements.
Neural Networks and Arbitrage in the VIX
Applies neural network architectures to detect and exploit arbitrage opportunities in VIX volatility markets, combining deep learning with derivatives pricing.
All Publications
Complete list of team member publications
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Data Source
Publication data is fetched from OpenAlex, a free and open catalog of academic publications. The data is automatically updated using our Python scripts.
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