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
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;...
当当中华商务进口图书旗舰店在线销售正版《海外直订Machine Learning in Asset Pricing 资产定价中的机器学习》。最新《海外直订Machine Learning in Asset Pricing 资产定价中的机器学习》简介、书评、试读、价格、图片等相关信息,尽在DangDang.com,网购《海外直订Machin
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 Learningin Asset Pricing: 8 (Princeton Lectures in Finance,8) by: Stefan Nagel Publisher finelybook 出版社: Princeton University Press (1 Jun. 2021) Language 语言: English Print Length 页数: 160 pages ISBN-10: 0691218706 ISBN-13: 9780691218700 ...
这篇文章也让我想起了之前和王熙老师翻译的 Nagel 的 Machine Learning in Asset Pricing。毫无疑问,这两篇力作的风格(专业性、严谨性、时效性)都是我非常推崇的,也均是这个交叉领域不可忽视的学习资料。 为此,今天就来全文翻译 Financial Machine Learning 的第一章。感兴趣的小伙伴请自行下载和阅读原著的其他章节...
wesuggestaframeworkfor testingtheempiricalperformanceoflinearasset-pricingfactormodels,andforinvestigat- inganomalies,whichemploysanarrayofsuchtechniques,bringingartificialintelligence andasset-pricingastepcloser.Themethodologyutilizedinourworkcombinesarangeof supervisedlearningalgorithmswiththemodeltestingstrategiesof...
Repository files navigation README Empirical Asset Pricing via Machine Learning: Evidence from the German Stock Market References: Gu, Shihao; Kelly, Bryan; Xiu, Dacheng (2020): Empirical asset pricing via machine learning, in: The Review of Financial Studies, Vol. 33.5, S. 2223-2273.Ab...
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