Asset Pricing and Machine Learning: A Critical Review of Empirical Findings

2021 ◽  
Author(s):  
Matteo Bagnara
Keyword(s):  
Machine Learning ◽  
Asset Pricing ◽  
Critical Review

Paradigms of Machine Learning and Data Analytics

2020 ◽  
pp. 156-174
Author(s):  
Pawan Kumar Chaurasia
Keyword(s):  
Machine Learning ◽  
Heart Disease ◽  
Deep Learning ◽  
Critical Review ◽  
Data Analytics ◽  
Disease Patient ◽  
Learning Tools ◽  
Heart Disease Patient ◽  
Tools And Techniques ◽  
New Hypothesis

This chapter conducts a critical review on ML and deep learning tools and techniques in the field of heart disease related to heart disease complexity, prediction, and diagnosis. Only specific papers are selected for the study to extract useful information, which stimulated a new hypothesis to understand further investigation of the heart disease patient.

On the critical review of five machine learning-based algorithms for predicting protein stability changes upon mutation

2019 ◽  
Author(s):  
Castrense Savojardo ◽  
Pier Luigi Martelli ◽  
Rita Casadio ◽  
Piero Fariselli
Keyword(s):  
Machine Learning ◽  
Free Energy ◽  
Protein Stability ◽  
Critical Review ◽  
Energy Difference ◽  
General View ◽  
Free Energy Difference ◽  
Protein Variation

Abstract A review, recently published in this journal by Fang (2019), showed that methods trained for the prediction of protein stability changes upon mutation have a very critical bias: they neglect that a protein variation (A- > B) and its reverse (B- > A) must have the opposite value of the free energy difference (ΔΔGAB = − ΔΔGBA). In this letter, we complement the Fang’s paper presenting a more general view of the problem. In particular, a machine learning-based method, published in 2015 (INPS), addressed the bias issue directly. We include the analysis of the missing method, showing that INPS is nearly insensitive to the addressed problem.

Contrarian and momentum trading: a review of the literature

2014 ◽  
Vol 6 (1) ◽  
pp. 63-82 ◽  
Author(s):  
Emilios C. Galariotis
Keyword(s):  
Asset Pricing ◽  
Critical Review ◽  
Driving Forces ◽  
Future Research ◽  
Review Of The Literature ◽  
Investment Performance ◽  
Content Type ◽  
Open Questions ◽  
Momentum Trading ◽  
Practical Implications

Purpose – The purpose of this paper is to critically review the literature on contrarian and momentum trading strategies and identify areas for future research. Design/methodology/approach – Critical review and discussion of the literature. Findings – The extant literature is dynamic and is typified by a number of open questions. Research limitations/implications – The open questions in the literature relate mainly to the driving forces of investment performance, and the role of risk and asset pricing as well as behavioral human traits. The literature is vast and therefore difficult to classify, cover and discuss. Practical implications – The paper indicates the possible need for: the development of different asset pricing models and propositions that can have practical implications at a more international context. Originality/value – The paper provides a critical review of the literature and identifies open issues for future research.

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