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Special Issue on Brain Aneurysms and Subarachnoid Hemorrhage

Submission deadline: 31 December 2024

Introducing our new Editor-in-Chief

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Estimating reward & risk with machine learning improves portfolio performance by up to 28%

In a study published in KeAi’s The Journal of Finance and Data Science, Michael Pinelis and David Ruppert of US’ Cornell University used macroeconomic data to forecast the monthly prevailing volatility in the US stock market, in addition to the expected return. Previous studies have focused on just the monthly expected return, or predicted both components with simple linear models.

First Papers Are Now Online!

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