Although investing in environmental, social, and governance (ESG)-driven portfolios is
already a large and growing portion of global assets under management, applications of …

The authors propose an approach that combines modern machine learning techniques in
natural language processing with portfolio optimization to incorporate views of companies’ …

Motivated by studies of the interplay between environmental, social and governance (ESG)
factors and fund flows, the authors demonstrate an alternative approach for analyzing the …

Although investing in Environment-Social-Governance (ESG) driven portfolios is already a
large and growing portion of global assets under management, applications of quantitative …

The COVID-19 pandemic has unequivocally impacted nearly every individual, household,
business, and organization on a global scale, with wide-ranging consequences for which …

The dominant approaches for financial portfolio construction are reliant on estimating sample
covariance and correlations matrices, which serve as an input into a number of classical …

In Weak Supervision and Black–Litterman for Automated ESG Portfolio Construction , published
in the Summer 2021 issue of The Journal of Financial Data Science, Alik Sokolov of SR.…

Our work presents several mechanisms to calculate indicative prices for forex and cryptocurrency
markets in terms of a numeraire Numeraire-free market . One of the mechanisms is …

This is an introduction to mathematical and statistical methods in industrial applications.,
focussing on extracting information from large data sets. We cover techniques and principles of …

Last October, NYSE began a fundamental transformation from floor-based to technology-driven
marketplace via Phase 3 of the Hybrid platform. Almost a year later, NYSE has lost …