Machine learning in asset pricing /
A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricingInvestors 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, techniq...
Call Number: | Libro Electrónico |
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Main Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Princeton, New Jersey :
Princeton University Press,
[2021]
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Series: | Princeton lectures in finance.
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Subjects: | |
Online Access: | Texto completo |
Table of Contents:
- Frontmatter
- CONTENTS
- Preface
- Machine Learning in Asset Pricing
- Chapter 1 Introduction
- Chapter 2 Supervised Learning
- Chapter 3 Supervised Learning in Asset Pricing
- Chapter 4 ML in Cross-Sectional Asset Pricing
- Chapter 5 ML as Model of Investor Belief Formation
- Chapter 6 A Research Agenda
- Bibliography
- Index