Discussion paper DP15305 Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio Ilias Filippou David Rapach Mark Taylor Guofu Zhou 17 Sep 2020 International Macroeconomics and Finance C45 F31 F37 G11 G12 G15
Discussion paper DP14266 Taming the Factor Zoo: A Test of New Factors Stefano Giglio Guanhao Feng Dacheng Xiu 2 Jan 2020 Financial Economics