Machine learning in asset pricing /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Nagel, Stefan, 1973- (Author)
Format: Electronic eBook
Language:Inglés
Published: Princeton, New Jersey : Princeton University Press, [2021]
Series:Princeton lectures in finance.
Subjects:
Capital assets pricing model.
Machine learning > Economic aspects.
Artificial intelligence > Financial applications.
Finance > Mathematical models.
Investments > Mathematical models.
Prices > Mathematical models.
Modèle d'évaluation des actifs financiers.
Apprentissage automatique > Aspect économique.
Intelligence artificielle > Applications financières.
Finances > Modèles mathématiques.
Investissements > Modèles mathématiques.
Prix > Modèles mathématiques.
BUSINESS & ECONOMICS > Finance > Financial Engineering.
Prices > Mathematical models
Investments > Mathematical models
Finance > Mathematical models
Capital assets pricing model
Machine learning
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

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