000 00935nam a2200181 4500
005 20251209112158.0
008 251209b |||||||| |||| 00| 0 eng d
020 _a9780691218700
037 _cTextual
040 _aRTL
_cRTL
084 _qRTL
100 _aNagel, Stefan
_9855427
245 _aMachine learning in asset pricing
260 _aPrinceton
_bPrinceton University Press
_c2021
300 _ax, 144 p.
_bIncludes bibliographical reference and index
520 _aInvestors 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.
942 _2CC
_n0
_cTEXL
999 _c1466070
_d1466070