User profiles for Joseph A. Cerniglia
Joseph A. CernigliaUniveristy of Pennsylvania and Courant Institute of Mathematics at New York University Verified email at sas.upenn.edu Cited by 57 |
Selecting computational models for asset management: financial econometrics versus machine learning—is there a conflict?
JA Cerniglia, FJ Fabozzi - The Journal of Portfolio …, 2020 - jpm.pm-research.com
Successful forecasting requires integrating financial theory, market behavior, exploding
sources of data, and computational innovation. Building accurate computational models can be …
sources of data, and computational innovation. Building accurate computational models can be …
Best practices in research for quantitative equity strategies
JA Cerniglia, FJ Fabozzi… - Journal of Portfolio …, 2016 - search.proquest.com
The authors examine the research process and principles underlying successful models
used in quantitative equity strategies. They identify three key factors they see contributing to …
used in quantitative equity strategies. They identify three key factors they see contributing to …
Retooling the health care workforce in the era of the affordable care act: An evaluation of an advanced certificate program in integrated primary and behavioral health …
…, MC Acri, PC Campanelli, JA Cerniglia… - Journal of Teaching …, 2018 - Taylor & Francis
The Affordable Care Act aims to increase affordable coverage, reduce overall costs, and
improve health outcomes. To achieve these aims, new knowledge and skills must be built within …
improve health outcomes. To achieve these aims, new knowledge and skills must be built within …
A Practitioner Perspective on Trading and the Implementation of Investment Strategies.
JA Cerniglia, FJ Fabozzi - Journal of Portfolio Management, 2022 - search.ebscohost.com
In this article, we discuss the fundamentals of the market structure and trading, along with
how these impact the execution of investment strategies. From a practitioner perspective, we …
how these impact the execution of investment strategies. From a practitioner perspective, we …
Accelerating Learning in Active Management: The Alpha-Brier Process
JA Cerniglia, PE Tetlock - Journal of Portfolio Management, 2019 - search.proquest.com
Forecasting tournaments have shown it is possible to improve the accuracy of forecasts of
real-world events that sophisticated observers often supposed are too idiosyncratic to be …
real-world events that sophisticated observers often supposed are too idiosyncratic to be …
[PDF][PDF] Amelia Earhart in the Marianas: A Consideration of the Evidence
TF King, TA Roberts, JA Cerniglia - World War II History - guampedia.com
Ever since the 1937 disappearance of American aviation pioneers Amelia Earhart and Fred
Noonan–or at least since World War II, rumors have been rife about their appearance in …
Noonan–or at least since World War II, rumors have been rife about their appearance in …
First Come First Disserved
JA Cerniglia, J Livnat - Journal of Investment Management, 2008 - papers.ssrn.com
This study investigates whether stock market reactions to earnings information of firms that
release their earnings close to quarter-end (Early) are systematically different from their …
release their earnings close to quarter-end (Early) are systematically different from their …
Pressures exerted on the dento-alveolar structures of the maxilla by perioral and lingual musculature during various speech patterns
JC Cerniglia - 1964 - epublications.marquette.edu
The object of this study was to devise a suitable testing mechanism to record the pressures
exerted by the perioral and lingual musculature on the dentition during speech articulation, to …
exerted by the perioral and lingual musculature on the dentition during speech articulation, to …
Factor‐Based Equity Portfolio Construction and Analysis
PN Kolm, JA Cerniglia… - Encyclopedia of Financial …, 2012 - Wiley Online Library
A factor is a common character among a group of assets. In the equities market, for example,
it could be a particular financial ratio such as the price‐earnings ratio or the book‐price ratio…
it could be a particular financial ratio such as the price‐earnings ratio or the book‐price ratio…
Cross‐Sectional Factor‐Based Models and Trading Strategies
JA Cerniglia, PN Kolm… - Encyclopedia of Financial …, 2012 - Wiley Online Library
Quantitative asset managers construct and apply models that can be used for dynamic
multifactor trading strategies. These models incorporate a number of common institutional …
multifactor trading strategies. These models incorporate a number of common institutional …