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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