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