Machine learning in asset pricing
Auteur :
Nagel, Stefan
Éditeur :
Princeton University Press
ISBN :
9780691218700
Date de publication :
11 mai 2021
Dimensions :
23,5 x 15,6 cm
Poids :
399 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machin