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This series, published 2012–16, was intended to share technical research on financial topics with interested parties and to stimulate discussion. Issues are available on FRASER, the Federal Reserve's digital library of U.S. economic, financial and banking history.

  • 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.