Nagel, Stefan
Machine Learning in Asset - Pricing (Princeton Lectures - in Finance)
- ISBN 13:
- 9780691218700
- author:
- Nagel, Stefan
- format:
- Hardback
- publisher:
- Princeton University Press
- language:
- English
- Publication Year:
- 2021
- Pages:
- 160
- Dimensions:
- 23.6 x 15.2 x 2.3 centimetres (0
- Genre:
- Business, Finance, General,
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Stefan Nagel explores how machine learning can be applied to asset pricing, a field that is rapidly evolving with the increasing availability of data. In this book, he examines the potential and challenges of using machine learning methods in asset pricing research and quantitative investing. Nagel discusses the application of supervised machine learning techniques in empirical research on financial asset valuation, highlighting their promise for advancing theoretical modeling of financial markets. The author also considers economic factors that guide the selection and modification of machine learning tools for asset pricing applications. By presenting cutting-edge methods in research on financial asset valuation, Machine Learning in Asset Pricing offers a valuable resource for investors, researchers, and professionals working in finance and economics.
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