Machine Learning in Asset Pricing

Mapping Intimacies ◽

10.2307/j.ctv19fvx8r ◽

2021 ◽

Author(s):

Stefan Nagel

Keyword(s):

Machine Learning ◽

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Machine Learning Asset Pricing Factors in an Emerging Stock Market

Journal of Accounting and Finance ◽

10.33423/jaf.v20i5.3193 ◽

2020 ◽

Vol 20 (5) ◽

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

Stock Market ◽

Pricing Factors

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Machine Learning in Asset Pricing

10.1515/9780691218717 ◽

2021 ◽

Author(s):

Stefan Nagel

Keyword(s):

Machine Learning ◽

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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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Residential Asset Pricing Prediction using Machine Learning

2019 International Conference on Economic Management and Model Engineering (ICEMME) ◽

10.1109/icemme49371.2019.00046 ◽

2019 ◽

Author(s):

Yiyang Luo

Keyword(s):

Machine Learning ◽

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Empirical Asset Pricing Via Machine Learning

SSRN Electronic Journal ◽

10.2139/ssrn.3159577 ◽

2018 ◽

Author(s):

Shihao Gu ◽

Bryan T. Kelly ◽

Dacheng Xiu

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

Empirical Asset Pricing

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Empirical Asset Pricing via Machine Learning: Evidence from the European Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.3640631 ◽

2020 ◽

Author(s):

Wolfgang Drobetz ◽

Tizian Otto

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

Stock Market ◽

Empirical Asset Pricing

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Factor Models, Machine Learning, and Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.3943284 ◽

2021 ◽

Author(s):

Bryan T. Kelly ◽

Dacheng Xiu

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

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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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Asset Pricing and Machine Learning: A Critical Review of Empirical Findings

SSRN Electronic Journal ◽

10.2139/ssrn.3950568 ◽

2021 ◽

Author(s):

Matteo Bagnara

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

Critical Review

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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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