£82.19

Now Publishers Financial Machine Learning (Foundations and Trends® in Finance)

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Last 56 days • 56 data points (No recent data available)

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£85.00 £65.20 £69.52 £73.84 £78.16 £82.48 £86.80 01 December 2025 14 December 2025 28 December 2025 11 January 2026 25 January 2026

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6 days 7 days 8 days 8 days 3 days · current 24 days 0 6 12 18 24 £67 £71 £75 £79 £82 £85 Days at Price

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Price range: £67 - £85

Price levels: 6 different prices over 56 days

Description

Financial Machine Learning surveys the nascent literature on machine learning in the study of financial markets. The authors highlight the best examples of what this line of research has to offer and recommend promising directions for future research. This survey is designed for both financial economists interested in grasping machine learning tools, as well as for statisticians and machine learners seeking interesting financial contexts where advanced methods may be deployed. This survey is organized as follows. Section 2 analyzes the theoretical benefits of highly parameterized machine learning models in financial economics. Section 3 surveys the variety of machine learning methods employed in the empirical analysis of asset return predictability. Section 4 focuses on machine learning analyses of factor pricing models and the resulting empirical conclusions for risk-return tradeoffs. Section 5 presents the role of machine learning in identifying optimal portfolios and stochastic discount factors. Section 6 offers brief conclusions and directions for future work.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
08 November 2023
Listed Since
10 November 2023

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