Asset pricing via machine learning
Antonazzo, Matteo (A.A. 2021/2022) Asset pricing via machine learning. Tesi di Laurea in Finance and financial technologies, Luiss Guido Carli, relatore Michela Altieri, pp. 32. [Bachelor's Degree Thesis]
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Abstract/Index
Literature review. Methodology. Sample splitting and tuning. Capital asset pricing model. Simple linear model. Penalized approach. Principal component regression. Decision trees and random forest. Performance evaluation. Variables importance. Empirical analysis. Data description. Cross section of individual stock. Variable importance.
References
Bibliografia: pp. 27-28.
| 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: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Oct 2022 10:46 |
| Last Modified: | 26 Oct 2022 10:46 |
| URI: | https://tesi.luiss.it/id/eprint/33677 |
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