Machine learning and technical analysis approach to portfolio selection
Mascagna, Alessandro (A.A. 2019/2020) Machine learning and technical analysis approach to portfolio selection. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 43. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Methods. Data selection. Technical indicators. Random forest. Portfolio construction. Results. Discussion.
References
Bibliografia: pp. 28-29.
| 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: | Porchia, Paolo |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2019/2020 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 25 Jun 2021 07:49 |
| Last Modified: | 25 Jun 2021 07:49 |
| URI: | https://tesi.luiss.it/id/eprint/29886 |
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