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Financial Machine Learning / Bryan T. Kelly, Dacheng Xiu.
- Format:
- Book
- Author/Creator:
- Kelly, Bryan T.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w31502.
- NBER working paper series no. w31502
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2023.
- Summary:
- 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.
- Notes:
- Print version record
- July 2023.
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