Occasional Papers

From Federal Reserve Bank of Dallas
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16-4: Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach

Jiaqi Chen, Michael Tindall and Wenbo Wu

16-3: Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil

Sung Je Byun

16-2: Dynamic Methods for Analyzing Hedge-Fund Performance: A Note Using Texas Energy-Related Funds

Jiaqi Chen and Michael Tindall

16-1: The Chen-Tindall system and the lasso operator: improving automatic model performance

Jiaqi Chen and Michael Tindall

14-1: Constructing Zero-Beta VIX Portfolios with Dynamic CAPM

Jiaqi Chen and Michael Tindall

13-2: Understanding hedge fund alpha using improved replication methodologies

Jiaqi Chen and Michael Tindall

13-1: The structure of a machine-built forecasting system

Jiaqi Chen and Michael Tindall

12-2: Risk measurement illiquidity distortions

Jiaqi Chen and Michael Tindall

12-1: Hedge fund dynamic market sensitivity

Jiaqi Chen and Michael Tindall