Machine learning in asset pricing

Manniello, Davide (A.A. 2020/2021) Machine learning in asset pricing. Tesi di Laurea in Finance and financial technologies, Luiss Guido Carli, relatore Michela Altieri, pp. 40. [Bachelor's Degree Thesis]

PDF (Full text)
Download (3MB) | Preview


Theory and methods. Literature review. Capital market theories. Methodology. Liner regression and gradient descent. Random forest. Boosted regression tree. Neural networks. Empirical studies. Data and samples. Summary statistics. Models performance. Features importance. Summary of results.


Bibliografia: p. 27.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18)
Chair: Finance and financial technologies
Thesis Supervisor: Altieri, Michela
Academic Year: 2020/2021
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 18 Oct 2021 07:04
Last Modified: 18 Oct 2021 07:04


Downloads per month over past year

Repository Staff Only

View Item View Item