Machine learning in asset pricing
Nagel, Stefan
Machine learning in asset pricing - Princeton Princeton University Press 2021 - x, 144 p. Includes bibliographical reference and index
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 machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing.
9780691218700
Textual
Machine learning in asset pricing - Princeton Princeton University Press 2021 - x, 144 p. Includes bibliographical reference and index
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 machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing.
9780691218700
Textual