Machine learning in asset pricing

by Nagel, Stefan

Type Book

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Title Statements

Full title :Machine learning in asset pricing / Stefan Nagel.

Edition Statements

Publication Date:2021

Publication Statements

Publisher(s):Princeton University Press
Place of Publication:Princeton, New Jersey
Language:eng
Publication Date:2021

The Physical Object

Description:x,144 pages : : illustrations ; : 25 cm.

Edition Identifiers

ISBN:9780691218700, 0691218706
oclc:on1201298116
LC Classification:HG4636
Dewey Decimal:332.6

Introduction -- Supervised learning -- Supervised learning in asset pricing -- ML in cross-sectional asset pricing -- ML as model of investor belief formation -- A research agenda.

Subjects

Apprentissage automatique -- Aspect éco… Artificial intelligence -- Financial ap… Capital assets pricing model Finance -- mathematical models Finances -- Modèles mathématiques Intelligence artificielle -- Applicatio… Investissements -- Modèles mathématiques Investments -- Mathematical models Machine learning Machine learning -- Economic aspects Modèle d'évaluation des actifs financie… Prices -- Mathematical models Prix -- Modèles mathématiques