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1 Ergebnisse
1
Machine Learning in Empirical Asset Pricing Models:
, In:
2020 International Conference on Pervasive Artificial Intelligence (ICPAI)
,
Teng, Huei Wen
;
Li, Yu-Hsien
;
Chang, Shang-Wen
- p. 123-129 , 2020
Link:
https://doi.org/10.1109/ICPAI51961.2020.00030
RT T1 <cTitle>2020 International Conference on Pervasive Artificial Intelligence (ICPAI)</cTitle>: T1 <Title>Machine Learning in Empirical Asset Pricing Models</Title> UL https://suche.suub.uni-bremen.de/peid=ieee-9302638&Exemplar=1&LAN=DE A1 Teng, Huei Wen A1 Li, Yu-Hsien A1 Chang, Shang-Wen YR 2020 K1 Machine learning K1 Artificial neural networks K1 Pricing K1 Predictive models K1 Portfolios K1 Macroeconomics K1 Vegetation K1 Empirical asset pricing models K1 return prediction K1 Fama-MacBeth regression K1 elastic net K1 machine learning K1 random forest K1 regression tree K1 XGBoost K1 neural network SP 123 OP 129 LK http://dx.doi.org/https://doi.org/10.1109/ICPAI51961.2020.00030 DO https://doi.org/10.1109/ICPAI51961.2020.00030 SF ELIB - SuUB Bremen
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