Printed from https://ideas.repec.org/s/pal/psircp.html
Content
2022
- 3-14 An Introduction to Quantitative Portfolio Management and Risk Management
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 15-30 The Major Trends in Global Financial Asset Management
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 33-74 Machine Learning and AI in Financial Portfolio Management
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 75-88 Introduction of Alternative Data in Finance
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 89-107 Alternative Data Utilization from a Country Perspective
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 111-128 Smart Beta and Risk Factors Based on Textural Data and Machine Learning
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 129-139 Smart Beta and Risk Factors Based on IoTs
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 141-166 Environmental, Social Responsibility, and Corporate Governance (ESG) Factors of Corporations
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 167-181 Sentiment Factors in Finance
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 185-198 Fraud and Deception Detection: Text-Based Data Analytics
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 199-215 Machine Learning Technique in Trading: A Case Study in the EURUSD Market
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 217-250 Analyzing the Special Purpose Acquisition Corporation (SPAC) with ESG Factors
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 251-275 ESG Impacts on Corporation’s Fundamental: Studies from the Healthcare Industry
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 279-310 Data Visualization
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie - 311-327 Interacting with a MongoDB Database from a Python Function in AWS Lambda
In: Alternative Data and Artificial Intelligence Techniques
by Qingquan Tony Zhang & Beibei Li & Danxia Xie
2018
- 3-13 Overview of CDS Products and Market Activity
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 15-65 Single-Name CDSs
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 67-83 Loan-Only CDSs
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 85-97 Multi-Name and Index CDSs
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 99-124 Asset-Backed CDSs
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 125-138 CDS Execution and Clearing Mechanisms
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 141-145 Potential Benefits of CDSs
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 147-154 Potential Costs of CDSs
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 157-192 The Informational Content of CDS Spreads
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 193-217 Implications of CDS Listings for Reference Entities and Creditors
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 219-248 Inter-Market Basis Relations
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle - 249-270 Interconnectedness and Systemic Risk
In: Credit Default Swaps
by Christopher L. Culp & Andria van der Merwe & Bettina J. Stärkle