Machine learning in finance: A metadata-based systematic review of the literature

Artikel

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.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Journal: Journal of Risk and Financial Management ; ISSN: 1911-8074 ; Volume: 14 ; Year: 2021 ; Issue: 7 ; Pages: 1-31 ; Basel: MDPI

Klassifikation und Themen

• Klassifikation: Wirtschaft
• Thema: efficient market hypothesis ; machine learning ; network analysis ; sentiment analysis

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Warin, Thierry ; Stojkov, Aleksandar
• Ereignis: Veröffentlichung
• (wer): MDPI
• (wo): Basel
• (wann): 2021

Weitere Informationen

• DOI: doi:10.3390/jrfm14070302
• Handle: http://hdl.handle.net/10419/258406
• Letzte Aktualisierung: 10.03.2025, 11:41 MEZ