...Maria Vivas-Redondo; María Coronado-Vaca; Esther Vaquero-Lafuente This work explores the potential of different machine learning (ML) algorithms in the valuation of American options (Aos), contrasting them with the Longstaff–Schwartz (L–S) model. To carry out this research, the algorithms K-Nearest...

...Hail Jung; Daejin Kim We study the effectiveness of textual information in predicting the returns of crude oil futures and understanding the behavior of market participants. Using a machine learning method to extract oil market sentiment from news articles, we find that the computed sentiment...

... the auction market and the business-cycle regimes. Machine learning Business cycles Deleveraging OnBid Public auction A public auction refers to an auction conducted by the public sector such as the government, local governments or public agencies. It is usually carried out when the public...