Zobrazeno 1 - 10
of 1 658
pro vyhledávání: '"COTTER John"'
We examine machine learning and factor-based portfolio optimization. We find that factors based on autoencoder neural networks exhibit a weaker relationship with commonly used characteristic-sorted portfolios than popular dimensionality reduction tec
Externí odkaz:
http://arxiv.org/abs/2107.13866
Publikováno v:
In Journal of Commodity Markets March 2024 33
Publikováno v:
In Journal of International Financial Markets, Institutions & Money January 2024 90
Publikováno v:
In Journal of Empirical Finance December 2023 74
Publikováno v:
In Journal of Commodity Markets September 2023 31
Publikováno v:
In Journal of International Money and Finance May 2023 133
Publikováno v:
In Applied Acoustics May 2023 207
Autor:
Phillips, Philip
Publikováno v:
American Antiquity, 1952 Jul 01. 18(1), 72-74.
Externí odkaz:
https://www.jstor.org/stable/276253