Rise of the machines : factor investing with artificial neural networks and the cross-section of expected stock returns
Year of publication: |
2019
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Authors: | Aw, Edward N. W. ; Jiang, Joshua ; Jiang, John Q. |
Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 29.2019, 1, p. 6-17
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Subject: | Quantitative methods | statistical methods | simulations | big data/machine learning | Neuronale Netze | Neural networks | Theorie | Theory | Kapitaleinkommen | Capital income | Simulation | Finanzanalyse | Financial analysis | Statistische Methode | Statistical method | Lernprozess | Learning process |
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