Persistence in factor-based supervised learning models
Year of publication: |
2022
|
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Authors: | Coqueret, Guillaume |
Published in: |
The Journal of finance and data science : JFDS. - Amsterdam [u.a.] : Elsevier, ISSN 2405-9188, ZDB-ID 2837532-4. - Vol. 8.2022, p. 12-34
|
Subject: | Asset pricing | Autocorrelation | Factor investing | Machine learning | Theorie | Theory | CAPM | Lernprozess | Learning process | Autokorrelation | Lernen | Learning | Künstliche Intelligenz | Artificial intelligence |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.jfds.2021.10.002 [DOI] |
Classification: | C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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