1. Delta force: option pricing with differential machine learning

   • Magnus Grønnegaard Frandsen
   • Tobias Cramer Pedersen
   • Rolf Poulsen

   Original Article 04 October 2021 Pages: 1 - 15

   

2. COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic

   • Yuting Chen
   • Don Bredin
   • Roman Matkovskyy

   Original Article 29 November 2021 Pages: 17 - 61

   

3. Machine learning for financial forecasting, planning and analysis: recent developments and pitfalls

   • Helmut Wasserbacher
   • Martin Spindler

   Original Article Open access 16 December 2021 Pages: 63 - 88

   

4. Adaptive order flow forecasting with multiplicative error models

   • Andrija Mihoci
   • Christopher Hian-Ann Ting
   • Kainat Khowaja

   Original Article 05 January 2022 Pages: 89 - 108