Occasional papers
This series, published 2012–16, was intended to share technical research on financial topics with interested parties and to stimulate discussion.
- "Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach" Jiaqi Chen, Wenbo Wu, and Michael L. Tindall, Financial Industry Studies Department Occasional Paper 16-04, November 2016.
- "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil" Sung Je Byun, Financial Industry Studies Department Occasional Paper 16-03, September 2016.
- "Dynamic Methods for Analyzing Hedge-Fund Performance:A Note Using Texas Energy-Related Funds" Jiaqi Chen and Michael L. Tindall, Financial Industry Studies Department Occasional Paper 16-02, July 2016.
- "The Chen-Tindall System and the Lasso Operator: Improving Automatic Model Performance" Jiaqi Chen and Michael L. Tindall, Financial Industry Studies Department Occasional Paper 16-01, May 2016.
- "Constructing Zero-Beta VIX Portfolios with Dynamic CAPM," Jiaqi Chen and Michael L. Tindall, Financial Industry Studies Department Occasional Paper 14-01, June 2014.
- "Understanding Hedge Fund Alpha Using Improved Replication Methodologies," Jiaqi Chen and Michael L. Tindall, Financial Industry Studies Department Occasional Paper 13-02, May 2013.
- "The Structure of a Machine-Built Forecasting System," Jiaqi Chen and Michael L. Tindall, Financial Industry Studies Department Occasional Paper 13-01, April 2013.
- "Risk Measurement Illiquidity Distortions," Jiaqi Chen, Michael L. Tindall and Wenbo Wu, Financial Industry Studies Department Occasional Paper 12-02, December 2012 (Revised October 2018).
- "Hedge Fund Dynamic Market Sensitivity," Jiaqi Chen and Michael L. Tindall, Financial Industry Studies Department Occasional Paper 12-01, September 2012.