Empirical asset pricing via machine learning and fundamental financial metrics: evidence from the European stock market
Troiano, Samuele (A.A. 2023/2024) Empirical asset pricing via machine learning and fundamental financial metrics: evidence from the European stock market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 92. [Master's Degree Thesis]
|
PDF (Full text)
Download (6MB) | Preview |
Abstract/Index
Literature review. Predictability of stock returns and Efficient market hypothesis (EMH). Predictability of stock returns and machine learning techniques. Empirical analysis. Methodology. Data and predictors. Empirical results. Predictive accuracy. Variable importance. Portfolio performances.
References
Bibliografia: pp. 89-93.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Outstanding Thesis: | Luiss Graduate School (dal 22/06/2023) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Morelli, Giacomo |
| Academic Year: | 2023/2024 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 May 2025 14:13 |
| Last Modified: | 11 Jun 2025 15:34 |
| URI: | https://tesi.luiss.it/id/eprint/42217 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
