Machine Learning for Factor Investing: R Version
The aim of the book is to give an interpretation of ML tools through the lens of factor investing. Concepts illustrated with examples on the same (public) dataset throughout the book. Provides code samples and the corresponding results so that anybody can reproduce the steps.
septembre 2020, env. 342 pages, Chapman and Hall/CRC Financial Mathematics Series, Anglais
Taylor and Francis
978-0-367-54586-4
Taylor and Francis
978-0-367-54586-4
The aim of the book is to give an interpretation of ML tools through the lens of factor investing. Concepts illustrated with examples on the same (public) dataset throughout the book. Provides code samples and the corresponding results so that anybody can reproduce the steps.
septembre 2020, env. 342 pages, Chapman and Hall/CRC Financial Mathematics Series, Anglais
Taylor and Francis
978-0-367-54586-4
Taylor and Francis
978-0-367-54586-4
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