Concepedia
SSRN Electronic Journal · 2021 · 10 citations · 90 references
Open access
90
Random Forests
Leo Breiman · Machine Learning · 2001 · 119.3K citations · Full text
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.2K citations
Economics, Financial Economics, Asset Pricing +7
Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift
Sergey Ioffe, Christian Szegedy · arXiv (Cornell University) · 2015 · 24.2K citations · Full text
Data Augmentation, Deep Neural Networks, Machine Vision +15
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
William F. Sharpe · The Journal of Finance · 1964 · 17.3K citations
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations
Empirical Finance, Volatility Modeling, Economics +13