• Medientyp: E-Artikel
  • Titel: Machine learning in finance : a metadata-based systematic review of the literature
  • Beteiligte: Warin, Thierry [Verfasser:in]; Stojkov, Aleksandar [Verfasser:in]
  • Erschienen: 2021
  • Erschienen in: Journal of risk and financial management ; 14(2021), 7 vom: Juli, Artikel-ID 302, Seite 1-31
  • Sprache: Englisch
  • DOI: 10.3390/jrfm14070302
  • Identifikator:
  • Schlagwörter: efficient market hypothesis ; machine learning ; network analysis ; sentiment analysis ; Aufsatz in Zeitschrift
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: Machine learning in finance has been on the rise in the past decade. The applications of machine learning have become a promising methodological advancement. The paper's central goal is to use a metadata-based systematic literature review to map the current state of neural networks and machine learning in the finance field. After collecting a large dataset comprised of 5053 documents, we conducted a computational systematic review of the academic finance literature intersected with neural network methodologies, with a limited focus on the documents' metadata. The output is a meta-analysis of the two-decade evolution and the current state of academic inquiries into financial concepts. Researchers will benefit from a mapping resulting from computational-based methods such as graph theory and natural language processing.
  • Zugangsstatus: Freier Zugang
  • Rechte-/Nutzungshinweise: Namensnennung (CC BY)