Using textual data extracted by Causality Link platform from a large variety of news sources (news stories, call transcripts, broker research, etc.),...

This paper proposes a weighted group neural network model and reexamines whether treasury bond returns are predictable when real-time, instead of fully-revised,...

The most common models to assess asset returns are a linear combination of risk factors.

In this research, we show that variables from the Global Database of Events, Language and Tone (GDELT) convey significant informational content that can...

We study the introduction of robo-advising on a large representative sample of Employee Saving Plans.

We start by considering some of the key reasons behind the academic and industry interest in robo-advisors. We discuss how robo-advice could potentially...