Algorithmic trading, so popular nowadays, uses many strategies that are algorithmizable
and promise profitability. This research answers the question whether it is possible to …

In recent years, scholars in accounting and finance have shown a growing interest in
employing machine learning for academic research. This study combines bibliographic …

One way to measure the impact of our field of research on finance is to analyse the adoption
of evolutionary machine learning in the finance literature. In this study, we focus on articles …

Purpose–Nowadays popular algorithmic trading uses many strategies which are
algoritmizable and promise profitability. This research assess if it is possible successfully …

Recent years have seen increased demand from institutional investors for passive
replication products that track the performance of hedge fund strategies using liquid …

Statistical Arbitrage (SA) is a common financial term. However, there is no common
definition in the literature while investors use the expression SA for a variety of different …

Cloning hedge fund indexes circumvents the many challenges associated with direct hedge
fund investment. Theoretically, hedge fund indexes could have nonlinear exposures to the …

The purpose of this chapter is to critically evaluate the methods used to examine hedge fund
performance, review and synthesize studies that attempt to explain the inconsistencies …

The purpose of this paper was to explore the passive replication of hedge fund returns as an
alternative means of investment. Current popular techniques have generally shown poor out …

This research study investigates the ability of hedge funds to deliver alpha. But more
significantly, the research goes further and investigates the role of security selection and …