Empirical Asset Pricing

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

I found two new interesting SSRN working papers of Campbell Harvey, who is a big name in finance academia.  

Both are related to machine learning.

1.  Modelling Analysts’ Recommendations via Bayesian Machine Learning


2.  A Backtesting Protocol in the Era of Machine Learning


This is the first time the old school legend prof. Harvey contributing to high-tech and finance! Modelling Analysts’ Recommendations via Bayesian Machine Learning_Campbell Harv.pdf (2.12 MB, 需要: 10 个论坛币)

2018-12-26 23:37:42 上传

需要: 10 个论坛币  [购买]

A Backtesting Protocol in the Era of Machine Learning_Campbell Harvey .et al.pdf (278.07 KB, 需要: 10 个论坛币)

2018-12-26 23:37:40 上传

需要: 10 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏5 回帖

关键词：Empirical Pricing Pricin Asset ICA

谢谢分享