Articoli correlati a Machine Learning in Asset Pricing
Sinossi
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 from the rapidly advancing 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.
Asset pricing problems are substantially different from the settings for which ML tools were developed originally. To realize the potential of ML methods, they must be adapted for the specific conditions in asset pricing applications. Economic considerations, such as portfolio optimization, absence of near arbitrage, and investor learning can guide the selection and modification of ML tools. Beginning with a brief survey of basic supervised ML methods, Nagel then discusses the application of these techniques in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets.
Machine Learning in Asset Pricing presents the exciting possibilities of using cutting-edge methods in research on financial asset valuation.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull'autore
Stefan Nagel is the Fama Family Professor of Finance at the University of Chicago, Booth School of Business. He is the executive editor of the Journal of Finance, a research associate at the National Bureau of Economic Research, and a research fellow at both the Centre for Economic Policy Research in London and the CESIfo in Munich. Twitter @ProfStefanNagel
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per Machine Learning in Asset Pricing
Foto dell'editore
Machine Learning in Asset Pricing (Princeton Lectures in Finance)
Editore:
Princeton University Press, 2021
ISBN 10: 0691218706
ISBN 13: 9780691218700
Antico o usato
Rilegato
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Codice articolo 00109384259
Compra usato
EUR 27,12
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Machine Learning in Asset Pricing (Princeton Lectures in Finance)
Editore:
Princeton University Press, 2021
ISBN 10: 0691218706
ISBN 13: 9780691218700
Antico o usato
Rilegato
Da: Scissortail, Oklahoma City, OK, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: very_good. This is a well-cared-for used book with light signs of previous use. There may be minor cover wear, a faint crease, or slight spine wear, but overall it's in great shape and fully readable. Please note: -May contain library or rental stickers. -Supplemental materials e.g., CDs, access codes, inserts are not guaranteed. -Box sets may not include original exterior box. Your satisfaction is our top priority! If you have any questions or concerns about your order, please don't hesitate to reach out. Thank you for shopping with us and supporting small businessâ"happy reading! Codice articolo STM.MVR
Compra usato
EUR 30,71
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Machine Learning in Asset Pricing
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 42104499-n
Compra nuovo
EUR 47,28
Spedizione EUR 2,30
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Machine Learning in Asset Pricing
Da: PBShop.store US, Wood Dale, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo WP-9780691218700
Compra nuovo
EUR 49,65
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 15 disponibili
Immagini fornite dal venditore
Machine Learning in Asset Pricing
Editore:
Princeton University Press, 2021
ISBN 10: 0691218706
ISBN 13: 9780691218700
Antico o usato
Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 42104499
Compra usato
EUR 48,36
Spedizione EUR 2,30
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Machine Learning in Asset Pricing
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
Valutazione del venditore 5 su 5 stelle
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo WP-9780691218700
Compra nuovo
EUR 46,73
Spedizione EUR 4,84
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 15 disponibili
Immagini fornite dal venditore
Machine Learning in Asset Pricing
Editore:
Princeton University Press, US, 2021
ISBN 10: 0691218706
ISBN 13: 9780691218700
Nuovo
Rilegato
Da: Rarewaves.com USA, London, LONDO, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: New. A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricingInvestors 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 from the rapidly advancing 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.Asset pricing problems are substantially different from the settings for which ML tools were developed originally. To realize the potential of ML methods, they must be adapted for the specific conditions in asset pricing applications. Economic considerations, such as portfolio optimization, absence of near arbitrage, and investor learning can guide the selection and modification of ML tools. Beginning with a brief survey of basic supervised ML methods, Nagel then discusses the application of these techniques in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets.Machine Learning in Asset Pricing presents the exciting possibilities of using cutting-edge methods in research on financial asset valuation. Codice articolo LU-9780691218700
Compra nuovo
EUR 56,78
Spedizione gratuita
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Machine Learning in Asset Pricing (eng)
Da: Brook Bookstore On Demand, Napoli, NA, Italia
Valutazione del venditore 5 su 5 stelle
Condizione: new. Codice articolo 03d9c9fa54966447557da32e62b5fc1e
Compra nuovo
EUR 52,82
Spedizione EUR 5,50
Spedito da Italia a U.S.A.
Spedito da Italia a U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Machine Learning in Asset Pricing
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Valutazione del venditore 5 su 5 stelle
Condizione: New. 2021. Hardcover. . . . . . Codice articolo V9780691218700
Compra nuovo
EUR 49,71
Spedizione EUR 9,50
Spedito da Irlanda a U.S.A.
Spedito da Irlanda a U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Machine Learning in Asset Pricing
Da: Books Puddle, New York, NY, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. pp. 160. Codice articolo 26384742404
Compra nuovo
EUR 59,89
Spedizione EUR 3,48
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili