Machine learning for factor investing: r version
Auteur :
Coqueret, Guillaume / Guida, Tony
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367545864
Date de publication :
1 sept. 2020
Dimensions :
25,4 x 17,8 cm
Poids :
660 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The aim of the book is to give an interpretation of ML tools through the lens of factor investing. Concepts illustrated with examples on the same (public) dataset throughout the book. Provides code samples and the corresponding results so that anybody can reproduce the steps.