摘要:跟着两位大佬一起洞悉金融机器学习的最新学术前沿。 近日,Bryan Kelly 和修大成两位教授的最新力作 Financial Machine Learning 上线 SSRN。作为机器学习和实证资产定价交叉领域中你不可能忽视的两个名字,…
1 Introduction: The Case for Financial Machine Learning 1.1 Prices are Predictions 1.2 Information Sets are Large 1.3 Functional Forms are Ambiguous 1.4 Machine Learning versus Econometrics 1.5 Challenges of Applying Machine Learning in Finance (and the Benefits of Economic Structure) 1.6 Economic ...
Financial Machine Learningdoi:10.2139/ssrn.4520856We survey the nascent literature on machine learning in the study of financial markets. We highlight the best examples of what this line of research has to offeKelly, Bryan T.Xiu, Dacheng
A Bryan - Centre for Global Education 被引量: 30发表: 2011年 Mapping of initiatives to increase membership in mutual health organizations in Benin p pIntroduction/p pMutual health organizations (MHO) have been implemented across Africa to increase access to healthcare and improve financial protectio...
Financial Machine Learning 金融机器学习 Bryan Kelly 和 Dacheng Xiu 耶鲁管理学院,AQR资本管理公司和NBER; bryan.kelly@yale.edu 芝加哥大学布斯商学院; dacheng.xiu@chicagobooth.edu 摘要 我们对金融市场研究中的机器学习领域进行了概述。我们强调了这一研究方向的最佳实例,并推荐未来研究的有前途的方向。本调查旨在...
作者:Bryan Kelly and Dacheng XiuElectronic copy available at: https://ssrn.com/abstract=4501707Content2 The Virtues of Complex Models 2.1 Tools For Analyzing Machine Learning Models 2.2 Bigger Is O…
Gu, Shihao, Bryan Kelly, and Dacheng Xiu. 2020. Empirical Asset Pricing via Machine Learning. The Review of Financial Studies 33: 2223–73. [Google Scholar] [CrossRef] [Green Version] Guiso, Luigi, and Eliana Viviano. 2015. How much can financial literacy help? Review of Finance 19: 1347...