Machine Learning and the Optimal Choice of Asset Pricing Model
(2023)
Book Chapter
Bielinski, A., & Broby, D. (2023). Machine Learning and the Optimal Choice of Asset Pricing Model. In S. Hasan Jafar, H. K, H. El-Chaarani, S. Moturi, & N. Gupta (Eds.), Artificial Intelligence for Capital Markets (91-127). Taylor & Francis. https://doi.org/10.1201/9781003327745-7
This chapter evaluates the traditional methods for price prediction and examines what we believe are the most promising machine learning techniques for that task. Asset price forecasting is one of the fundamental problems in the financial field. Trad... Read More about Machine Learning and the Optimal Choice of Asset Pricing Model.