Machine Learning in Asset Pricing
Hardback
Main Details
| Title |
Machine Learning in Asset Pricing
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| Authors and Contributors |
By (author) Stefan Nagel
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| Series | Princeton Lectures in Finance |
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| Physical Properties |
| Format:Hardback | | Pages:160 | | Dimensions(mm): Height 235,Width 156 |
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| Category/Genre | Finance |
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| ISBN/Barcode |
9780691218700
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| Classifications | Dewey:332.6 |
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| Audience | |
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| Illustrations |
17 b/w illus. 4 tables.
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Publishing Details |
| Publisher |
Princeton University Press
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| Imprint |
Princeton University Press
|
| Publication Date |
11 May 2021 |
| Publication Country |
United States
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Description
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 machin
Author Biography
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
Reviews"The book shows the advances Machine Learning offers for academic research. The book certainly makes a difference in the exploding literature on Machine Learning and I highly recommend it to all academics in finance."---Thorsten Hens, Journal of Economics
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