Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature
1
HEC Montreal, Montréal, QC H3T 2A7, Canada
2
Iustinianus Primus Law Faculty, Ss. Cyril and Methodius University in Skopje, Skopje 1000, North Macedonia
*
Author to whom correspondence should be addressed.
Academic Editor: Reza Tajaddini
J. Risk Financial Manag. 2021, 14(7), 302; https://doi.org/10.3390/jrfm14070302
Received: 25 April 2021
/
Revised: 18 June 2021
/
Accepted: 21 June 2021
/
Published: 2 July 2021
(This article belongs to the Special Issue Technical Analysis of Financial Markets)
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.
View Full-Text
▼
Show Figures
Figure 1
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
-
Externally hosted supplementary file 1
Link: https://warin.ca/posts/article-machine-learning-finance/
Description: Dataset of 5,053 references on Machine Learning in Finance
MDPI and ACS Style
Warin, T.; Stojkov, A. Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature. J. Risk Financial Manag. 2021, 14, 302. https://doi.org/10.3390/jrfm14070302
AMA Style
Warin T, Stojkov A. Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature. Journal of Risk and Financial Management. 2021; 14(7):302. https://doi.org/10.3390/jrfm14070302
Chicago/Turabian StyleWarin, Thierry, and Aleksandar Stojkov. 2021. "Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature" Journal of Risk and Financial Management 14, no. 7: 302. https://doi.org/10.3390/jrfm14070302
Find Other Styles
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.
