Machine learning in finance: A metadata-based systematic review of the literature

Machine learning in finance has been on the rise in the past decade. The applications of machine learning have become a promising methodological advancement. The paper's central goal is to use a metadata-based systematic literature review to map the current state of neural networks and machine...

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Vydané v:Journal of risk and financial management Ročník 14; číslo 7; s. 1 - 31
Hlavní autori: Warin, Thierry, Stojkov, Aleksandar
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Basel MDPI 01.07.2021
MDPI AG
Predmet:
Algorithms
Artificial intelligence
Datasets
Deep learning
efficient market hypothesis
Efficient markets
Keywords
Literature reviews
Machine learning
Metadata
network analysis
Neural networks
Scientometrics
Securities markets
sentiment analysis
Systematic review
ISSN:1911-8074, 1911-8066, 1911-8074
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Popis
Shrnutí:Machine learning in finance has been on the rise in the past decade. The applications of machine learning have become a promising methodological advancement. The paper's central goal is to use a metadata-based systematic literature review to map the current state of neural networks and machine learning in the finance field. After collecting a large dataset comprised of 5053 documents, we conducted a computational systematic review of the academic finance literature intersected with neural network methodologies, with a limited focus on the documents' metadata. The output is a meta-analysis of the two-decade evolution and the current state of academic inquiries into financial concepts. Researchers will benefit from a mapping resulting from computational-based methods such as graph theory and natural language processing.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
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content type line 14
ISSN:1911-8074
1911-8066
1911-8074
DOI:10.3390/jrfm14070302