Editors' foreword: Special issue on machine learning and AI

DOI10.1080/14697688.2019.1638160MaRDI QIDQ5234367zbMATH OpenOpenAlexFDO

Authors

Publication date 26 September 2019

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2019.1638160

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Learning and adaptive systems in artificial intelligence (68T05) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Numerical methods (including Monte Carlo methods) (91G60)

Recommendations

• Advanced machine learning algorithms for complex financial applications
• Editor's introduction: Analysis of financial data
• Editorial for the special issue on financial econometrics in the age of the digital economy
• Preface: Application of operations research to financial markets
• Machine Learning and Data Sciences for Financial Markets

Cites work

• Automated trading with boosting and expert weighting
• Can a corporate network and news sentiment improve portfolio optimization using the Black-Litterman model?
• Markov logic networks
• Network-based marketing: identifying likely adopters via consumer networks
• Systemic losses due to counterparty risk in a stylized banking system

Cited in

(4)

• Guest editorial: Special issue on machine learning for soccer
• Advanced machine learning algorithms for complex financial applications
• Special issue on historical and future perspectives of AI
• Preface: neural networks, nonlinear dynamics, and risk management in banking and finance

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