Machine Learning in Empirical Asset Pricing Models

2020 International Conference on Pervasive Artificial Intelligence (ICPAI) ◽

10.1109/icpai51961.2020.00030 ◽

2020 ◽

Author(s):

Huei Wen Teng ◽

Yu-Hsien Li ◽

Shang-Wen Chang

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

Empirical Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models

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Comparative Asset Pricing Models Using Different Machine Learning Tools

Pervasive Computing and Social Networking - Lecture Notes in Networks and Systems ◽

10.1007/978-981-16-5640-8_55 ◽

2022 ◽

pp. 733-740

Author(s):

Abhijit Dutta ◽

Madhabendra Sinha

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

Learning Tools ◽

Pricing Models ◽

Asset Pricing Models

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Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models

SSRN Electronic Journal ◽

10.2139/ssrn.2417582 ◽

2014 ◽

Author(s):

Sainan Jin ◽

Liangjun Su ◽

Yonghui Zhang

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing ◽

Pricing Models ◽

Nonparametric Testing ◽

Asset Pricing Models

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Estimating the Cost-of-Equity Capital Using Empirical Asset Pricing Models

International Review of Finance ◽

10.1111/irfi.12179 ◽

2018 ◽

Vol 19 (1) ◽

pp. 105-154

Author(s):

Chris Kirby

Keyword(s):

Asset Pricing ◽

Equity Capital ◽

Empirical Asset Pricing ◽

Cost Of Equity Capital ◽

Cost Of Equity ◽

Pricing Models ◽

Asset Pricing Models ◽

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Economic Models or Machine Learning Techniques? Evidence from Asset Pricing Models

SSRN Electronic Journal ◽

10.2139/ssrn.3924420 ◽

2021 ◽

Author(s):

Jesse Neumann

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

Economic Models ◽

Machine Learning Techniques ◽

Pricing Models ◽

Asset Pricing Models ◽

Learning Techniques

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Macroeconomic Content of Characteristics-Based Asset Pricing Models: A Machine Learning Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.3512123 ◽

2019 ◽

Author(s):

Oleg Rytchkov ◽

Xun Zhong

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models ◽

Learning Analysis

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What Difference Fat Tails Make: A Bayesian MCMC Estimation of Empirical Asset Pricing Models

Bayesian Inference in the Social Sciences ◽

10.1002/9781118771051.ch8 ◽

2014 ◽

pp. 199-218 ◽

Author(s):

Paskalis Glabadanidis

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing ◽

Fat Tails ◽

Pricing Models ◽

Bayesian Mcmc ◽

Asset Pricing Models ◽

Mcmc Estimation

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Empirical Asset Pricing Models

10.1007/978-3-319-74192-5 ◽

2018 ◽

Author(s):

Jau-Lian Jeng

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models

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What Difference Fat Tails Make: A Bayesian MCMC Estimation of Empirical Asset Pricing Models

SSRN Electronic Journal ◽

10.2139/ssrn.3023067 ◽

2013 ◽

Author(s):

Paskalis Glabadanidis

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing ◽

Fat Tails ◽

Pricing Models ◽

Bayesian Mcmc ◽

Asset Pricing Models ◽

Mcmc Estimation

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The Use of Asset Growth in Empirical Asset Pricing Models

SSRN Electronic Journal ◽

10.2139/ssrn.3026534 ◽

2017 ◽

Author(s):

Michael J. Cooper ◽

Huseyin Gulen ◽

Mihai Ion

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models ◽

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Estimating the Cost of Equity Capital Using Empirical Asset Pricing Models

SSRN Electronic Journal ◽

10.2139/ssrn.2624000 ◽

2015 ◽

Author(s):

Adriana S. Cordis ◽

Chris Kirby

Keyword(s):

Asset Pricing ◽

Equity Capital ◽

Empirical Asset Pricing ◽

Cost Of Equity Capital ◽

Cost Of Equity ◽

Pricing Models ◽

Asset Pricing Models ◽

Download Full-text