Automated Machine Learning Asset Pricing

We use automated machine learning method(Auto-ML) to predict future return and do portfolio management. Auto-ML surpasses traditional machine learning methods in hyper-parameter optimizing and gives instructions on model selection. Our papers gave a evolutionary computing based Auto-ML framework on how to choose an effect machine learning model on asset pricing tasks and optimize its parameters

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Year of publication:	[2020]
Authors:	Cheng, Yuhan
Publisher:	[S.l.] : SSRN
Subject:	CAPM \| Künstliche Intelligenz \| Artificial intelligence \| Automatisierung \| Automation

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Extent:	1 Online-Ressource (4 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2019 erstellt
Other identifiers:	10.2139/ssrn.3738023 [DOI]
Classification:	J10 - Demographic Economics. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014352033