Filipovic, DamirTrojani, Fabio2022-01-012022-01-012022-01-012021-03-0110.1093/jjfinec/nbab013https://infoscience.epfl.ch/handle/20.500.14299/184191WOS:000733824400001Business, FinanceEconomicsBusiness & EconomicsSpecial Issue on Dimensionality Reduction, Learning, and Machinestext::journal::journal article::research article