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]
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Abstract/Index
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.
References
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 |
| URI: | https://tesi.luiss.it/id/eprint/30442 |
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