Switch to: References

Add citations

You must login to add citations.
  1. The virtue of simplicity: On machine learning models in algorithmic trading.Kristian Bondo Hansen - 2020 - Big Data and Society 7 (1).
    Machine learning models are becoming increasingly prevalent in algorithmic trading and investment management. The spread of machine learning in finance challenges existing practices of modelling and model use and creates a demand for practical solutions for how to manage the complexity pertaining to these techniques. Drawing on interviews with quants applying machine learning techniques to financial problems, the article examines how these people manage model complexity in the process of devising machine learning-powered trading algorithms. The analysis shows that machine learning (...)
    Download  
     
    Export citation  
     
    Bookmark   3 citations  
  • Model Talk: Calculative Cultures in Quantitative Finance.Kristian Bondo Hansen - 2021 - Science, Technology, and Human Values 46 (3):600-627.
    This paper explores how calculative cultures shape perceptions of models and practices of model use in the financial industry. A calculative culture comprises a specific set of practices and norms concerning data and model use in an organizational setting. Drawing on interviews with model users working in algorithmic securities trading, I argue that the introduction of complex machine-learning models changes the dynamics in calculative cultures, which leads to a displacement of human judgment in quantitative finance. In this paper, I distinguish (...)
    Download  
     
    Export citation  
     
    Bookmark   2 citations