Characteristic-based portfolio selection using machine learning

Iannone, Emilio (A.A. 2021/2022) Characteristic-based portfolio selection using machine learning. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 45. [Master's Degree Thesis]

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Abstract/Index

Data. Stock’s characteristics. Portfolio weights. Stock returns. Machine learning for portfolio optimization. What machine learning is. Training phase. Inference phase. Case study application. Code description.

References

Bibliografia: p. 36.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Asset pricing
Thesis Supervisor: Borri, Nicola
Thesis Co-Supervisor: Laura, Luigi
Academic Year: 2021/2022
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 23 Mar 2023 14:46
Last Modified: 23 Mar 2023 14:46
URI: https://tesi.luiss.it/id/eprint/35431

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