关于《Machine Learning in Asset Pricing》一书的翻译问题 德国人Stefan Nagel用英语写了《Machine Learning in Asset Pricing》一书,然后中国人王熙和石川把它翻译成了中文《机器学习与资产定价》。虽然作者本人并不是英语native speaker,但作为金融三大顶刊之首Journal of Finance的主编,英语写作水品应该毋庸置疑的;...
For example, machine learning techniques inform analyses of conditional factor models; they have been applied to identify the stochastic discount factor and purposefully to test and evaluate existing asset pricing models. Beyond those pertinent applications, machine learning techniques also lend themselves ...
顶刊解读-机器学习与资产定价《Empirical Asset Pricing via Machine Learning》知乎讲解:https://zhuanlan.zhihu.com/p/506479744?utm_id=0, 视频播放量 6163、弹幕量 23、点赞数 212、投硬币枚数 128、收藏人数 681、转发人数 66, 视频作者 代码解析与论文精读, 作者简介
Empirical Asset Pricing via Machine Learning Gu, Kelly, and Xiu近期在RFS(The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 2223–2273)期刊发表了题目为“Empirical Asset Pricing via Machine Learning”的论文 ,该论文总结了几类机器学习模型对比OLS的结果分析,强调了GBDT及神经网络模型...
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wesuggestaframeworkfortestingtheempiricalperformanceoflinearasset-pricingfactormodels,andforinvestigat-inganomalies,whichemploysanarrayofsuchtechniques,bringingartificialintelligenceandasset-pricingastepcloser.ThemethodologyutilizedinourworkcombinesarangeofsupervisedlearningalgorithmswiththemodeltestingstrategiesofAvramovand...
A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing. Investors 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, techniques...
现货 资产定价中的机器学习 Machine Learning in Asset Pricing (Princeton Lectures in Finance, 8)澜瑞外文Lanree图书专营店 登录查看更多图片 > 现货 资产定价中的机器学习 Machine Learning... Stefan Nagel 著 京东价 ￥ 促销 展开促销 配送至 --请选择-- 支持 加入购物车 ...
Machine Learning in Asset Pricingdoi:10.2307/j.ctv19fvx8rStefan Nagel
field of machine learning (ML) are well-suited for solving prediction problems. Accordingly,ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing. In this book,Stefan Nagel examines the promises and challenges of ML applications in asset pricing. ...