Financial Machine Learning
Bryan KellyDacheng Xiu
Broschiertes Buch

Financial Machine Learning

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Financial Machine Learning surveys the nascent literature on machine learning in the study of financial markets. The authors highlight the best examples of what this line of research has to offer and recommend promising directions for future research. This survey is designed for both financial economists interested in grasping machine learning tools, as well as for statisticians and machine learners seeking interesting financial contexts where advanced methods may be deployed. This survey is organized as follows. Section 2 analyzes the theoretical benefits of highly parameterized machine learn...