这项调研旨在为两类读者提供服务:一是对于掌握机器学习工具感兴趣的金融经济学家,二是寻求在金融背景下应用先进方法的统计学家和机器学习者。 Kelly, Bryan T. and Xiu, Dacheng, Financial Machine Learning (July 1, 2023)We survey the nascent literature on machine learning in the study of financial market...
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
” nowadays seems to be one of the big questions based on inputs from images in research on AI and machine learning, “Jump or no jump?” poses one of the main testing problems for statistics of financial markets. One reason is that it is crucial to select and work with an adequate ...
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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…
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