Financial Machine Learning

Bryan T. Kelly, Dacheng Xiu

We survey the nascent literature on machine learning in the study of financial markets. We 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

MoreLess

Year of publication:	July 2023
Authors:	Kelly, Bryan T. ; Xiu, Dacheng
Institutions:	National Bureau of Economic Research (issuing body)
Publisher:	Cambridge, Mass : National Bureau of Economic Research
Subject:	Künstliche Intelligenz \| Artificial intelligence \| Neuronale Netze \| Neural networks \| Finanzanalyse \| Financial analysis \| Finanzmarkt \| Financial market \| Data Analytics \| Data analytics \| Wirtschaftsdaten \| Economic data \| Prognoseverfahren \| Forecasting model \| CAPM \| Portfolio-Management \| Portfolio selection \| Kapitalmarkttheorie \| Financial economics \| Finanzmathematik \| Mathematical finance \| Finanzmarktökonometrie \| Financial econometrics

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource illustrations (black and white)
Series:	NBER working paper series ; no. w31502
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Hardcopy version available to institutional subscribers
Other identifiers:	10.3386/w31502 [DOI]
Classification:	C33 - Models with Panel Data ; C4 - Econometric and Statistical Methods: Special Topics ; C45 - Neural Networks and Related Topics ; c55 ; c58 ; G1 - General Financial Markets ; G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014322889