Robo-advising: a dynamic mean-variance approach
How to gauge investor behavior? A comparison of online investor sentiment measures
Daniele Ballinari, Simon Behrendt · Digital Finance
A Dynamic Mean-Variance Analysis for Log Returns
Min Dai, Hanqing Jin, Steven Kou, Yuhong Xu · Management Science
Financial recommendations on Reddit, stock returns and cumulative prospect theory
Felix Reichenbach, Martin Walther · Digital Finance
Artificial intelligence for anti-money laundering: a review and extension
Jingguang Han, Yuyun Huang, Sha Liu, Kieran Towey · Digital Finance
CATE meets ML
Daniel Jacob · Digital Finance
DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks
Georgios Fatouros, Georgios Makridis, Dimitrios Kotios, John Soldatos, Michael Ε. Filippakis, Dimosthenis Kyriazis · Digital Finance
COVID-19 contagion and digital finance
Arianna Agosto, Paolo Giudici · Digital Finance
Neural networks and arbitrage in the VIX
Joerg Osterrieder, Dariusz Kucharczyk, Silas Rudolf, Daniel Wittwer · Digital Finance