Finance paper accepted to be published in the Journal of Financial Economics
An article by Aleksi Pitkäjärvi, Matti Suominen, and Lauri Vaittinen has been accepted for publication in the Journal of Financial Economics.
A paper titled “Cross-Asset Signals and Time Series Momentum” by Aleksi Pitkäjärvi, Matti Suominen, and Lauri Vaittinen has been accepted for publication in the Journal of Financial Economics. In the paper the authors document a new phenomenon in bond and equity markets that they call cross-asset time series momentum.
Aleksi Pitkäjärvi is a PhD student and Matti Suominen is a Professor at the Aalto University School of Business Department of Finance. Lauri Vaittinen is a Senior Vice President at Mandatum Life.
- Published:
- Updated:
Read more news
Broadband miniaturized spectrometer research receives QTF annual discovery award 2024
The clarity and compelling presentation of the research were one of the reasons why Doctoral Researcher Md Uddin earned the prize for the research paper, which was published in Nature Communications.
Robotics needs safe behavior patterns
Robotics and autonomous systems are developing rapidly. Algorithms that withstand disturbances and uncertainties in the system model and environment are critical for development.
Teaching a computer to type like a human
A new typing model simulates the typing process instead of just predicting words