Essays On Asset Pricing And Machine Learning

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Empirical Asset Pricing

Author : Wayne Ferson
Publisher : MIT Press
ISBN 13 : 0262039370
Total Pages : 497 pages
Book Rating : 4.2/5 (62 download)

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Book Synopsis Empirical Asset Pricing by : Wayne Ferson

Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.

Essays on Banking, Asset Pricing, and Learning

Author : Martin Schneider (Professor of economics)
Publisher :
ISBN 13 :
Total Pages : 334 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Essays on Banking, Asset Pricing, and Learning by : Martin Schneider (Professor of economics)

Download or read book Essays on Banking, Asset Pricing, and Learning written by Martin Schneider (Professor of economics) and published by . This book was released on 1999 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Proceedings of the 7th International Conference on Economic Management and Green Development

Author : Xiaolong Li
Publisher : Springer Nature
ISBN 13 : 9819705231
Total Pages : 2095 pages
Book Rating : 4.8/5 (197 download)

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Book Synopsis Proceedings of the 7th International Conference on Economic Management and Green Development by : Xiaolong Li

Download or read book Proceedings of the 7th International Conference on Economic Management and Green Development written by Xiaolong Li and published by Springer Nature. This book was released on with total page 2095 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Machine Learning in Asset Pricing

Author : Stefan Nagel
Publisher : Princeton University Press
ISBN 13 : 0691218706
Total Pages : 156 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Machine Learning in Asset Pricing by : Stefan Nagel

Download or read book Machine Learning in Asset Pricing written by Stefan Nagel and published by Princeton University Press. This book was released on 2021-05-11 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing. In this book, Stefan Nagel examines the promises and challenges of ML applications in asset pricing. Asset pricing problems are substantially different from the settings for which ML tools were developed originally. To realize the potential of ML methods, they must be adapted for the specific conditions in asset pricing applications. Economic considerations, such as portfolio optimization, absence of near arbitrage, and investor learning can guide the selection and modification of ML tools. Beginning with a brief survey of basic supervised ML methods, Nagel then discusses the application of these techniques in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets. Machine Learning in Asset Pricing presents the exciting possibilities of using cutting-edge methods in research on financial asset valuation.

Essays on Financial Analytics

Author : Pascal Alphonse
Publisher : Springer Nature
ISBN 13 : 303129050X
Total Pages : 344 pages
Book Rating : 4.0/5 (312 download)

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Book Synopsis Essays on Financial Analytics by : Pascal Alphonse

Download or read book Essays on Financial Analytics written by Pascal Alphonse and published by Springer Nature. This book was released on with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Powering the Digital Economy: Opportunities and Risks of Artificial Intelligence in Finance

Author : El Bachir Boukherouaa
Publisher : International Monetary Fund
ISBN 13 : 1589063953
Total Pages : 35 pages
Book Rating : 4.5/5 (89 download)

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Book Synopsis Powering the Digital Economy: Opportunities and Risks of Artificial Intelligence in Finance by : El Bachir Boukherouaa

Download or read book Powering the Digital Economy: Opportunities and Risks of Artificial Intelligence in Finance written by El Bachir Boukherouaa and published by International Monetary Fund. This book was released on 2021-10-22 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses the impact of the rapid adoption of artificial intelligence (AI) and machine learning (ML) in the financial sector. It highlights the benefits these technologies bring in terms of financial deepening and efficiency, while raising concerns about its potential in widening the digital divide between advanced and developing economies. The paper advances the discussion on the impact of this technology by distilling and categorizing the unique risks that it could pose to the integrity and stability of the financial system, policy challenges, and potential regulatory approaches. The evolving nature of this technology and its application in finance means that the full extent of its strengths and weaknesses is yet to be fully understood. Given the risk of unexpected pitfalls, countries will need to strengthen prudential oversight.

Green Transition Impacts on the Economy, Society, and Environment

Author : Y?ld?r?m, Seda
Publisher : IGI Global
ISBN 13 :
Total Pages : 479 pages
Book Rating : 4.3/5 (693 download)

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Book Synopsis Green Transition Impacts on the Economy, Society, and Environment by : Y?ld?r?m, Seda

Download or read book Green Transition Impacts on the Economy, Society, and Environment written by Y?ld?r?m, Seda and published by IGI Global. This book was released on 2024-08-14 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: The challenge of achieving sustainability is complex and multifaceted, with varying approaches and policies across different countries and industries. This lack of universal standards poses a significant obstacle to the global transition towards a sustainable future. The COVID-19 pandemic has further exacerbated these disparities, highlighting the urgent need for cohesive and practical sustainability strategies. What sets Green Transition Impacts on the Economy, Society, and Environment apart is its comprehensive and unique solution to this pressing issue, offering a unified framework for sustainability that can be applied across diverse contexts. By gathering insights and approaches from researchers worldwide, this book provides a holistic view of sustainability, addressing critical issues such as climate change, energy security, and social responsibility. It offers practical solutions and case studies demonstrating effective strategies for achieving sustainability goals. Through this approach, the book aims to equip policymakers, practitioners, and researchers with the knowledge and tools needed to navigate the complexities of sustainability in the 21st century.

Proceedings of the 2023 2nd International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2023)

Author : K. Hemachandran
Publisher : Springer Nature
ISBN 13 : 9464632224
Total Pages : 576 pages
Book Rating : 4.4/5 (646 download)

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Book Synopsis Proceedings of the 2023 2nd International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2023) by : K. Hemachandran

Download or read book Proceedings of the 2023 2nd International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2023) written by K. Hemachandran and published by Springer Nature. This book was released on 2023-09-26 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book. With the continuous upgrading of network information technology, especially the combination of Internet - cloud computing - blockchain - Internet of things and other information technologies with social and economic activities, through the improvement of artificial intelligence, Internet and big data with high quality and fast processing efficiency, the economic form is transformed from industrial economy to information economy. This will greatly reduce social transaction costs, improve the efficiency of resource optimization, increase the added value of products, enterprises and industries, and promote the rapid development of social productivity. 2023 2nd International Conference on Artificial Intelligence, the Internet and the Digital Economy (ICAID 2023) will continue to focus on the latest research on "Artificial intelligence, the Internet and the Digital Economy", and expand the research on "technology and application of the integrated development of Digital Economy and Artificial Intelligence" as the theme. The aim is to gather experts, scholars, researchers and related practitioners from around the world to share research results, discuss hot issues, and provide participants with cutting-edge technology information so that they can keep abreast of industry developments, the latest technologies and broaden their research horizons. The conference was held in Beijing, China on April 21-23, 2023. All experts and scholars are welcome to attend.

Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)

Author : Cheng Few Lee
Publisher : World Scientific
ISBN 13 : 9811202400
Total Pages : 5053 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) by : Cheng Few Lee

Download or read book Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) written by Cheng Few Lee and published by World Scientific. This book was released on 2020-07-30 with total page 5053 pages. Available in PDF, EPUB and Kindle. Book excerpt: This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.

Recent Applications of Financial Risk Modelling and Portfolio Management

Author : Škrinjari?, Tihana
Publisher : IGI Global
ISBN 13 : 1799850846
Total Pages : 432 pages
Book Rating : 4.7/5 (998 download)

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Book Synopsis Recent Applications of Financial Risk Modelling and Portfolio Management by : Škrinjari?, Tihana

Download or read book Recent Applications of Financial Risk Modelling and Portfolio Management written by Škrinjari?, Tihana and published by IGI Global. This book was released on 2020-09-25 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: In today’s financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control. Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods. This book is ideally designed for researchers, financial analysts, executives, practitioners, policymakers, academicians, and students seeking current research on contemporary risk management strategies in the financial sector.

Dissertation Abstracts International

Author :
Publisher :
ISBN 13 :
Total Pages : 640 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Dissertation Abstracts International by :

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2009 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Machine Learning Approaches in Financial Analytics

Author : Leandros A. Maglaras
Publisher : Springer Nature
ISBN 13 : 3031610377
Total Pages : 485 pages
Book Rating : 4.0/5 (316 download)

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Book Synopsis Machine Learning Approaches in Financial Analytics by : Leandros A. Maglaras

Download or read book Machine Learning Approaches in Financial Analytics written by Leandros A. Maglaras and published by Springer Nature. This book was released on with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Research Handbook of Financial Markets

Author : Refet S. Gürkaynak
Publisher : Edward Elgar Publishing
ISBN 13 : 1800375328
Total Pages : 533 pages
Book Rating : 4.8/5 (3 download)

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Book Synopsis Research Handbook of Financial Markets by : Refet S. Gürkaynak

Download or read book Research Handbook of Financial Markets written by Refet S. Gürkaynak and published by Edward Elgar Publishing. This book was released on 2023-05-09 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Research Handbook of Financial Markets carefully discusses the histories and current states of the most important financial markets and institutions, as well as explicitly underscoring open questions that need study. By describing the institutional structure of different markets and highlighting recent changes within them, it accurately highlights their evolving nature.

Essays in Honor of Cheng Hsiao

Author : Dek Terrell
Publisher : Emerald Group Publishing
ISBN 13 : 1789739594
Total Pages : 427 pages
Book Rating : 4.7/5 (897 download)

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Book Synopsis Essays in Honor of Cheng Hsiao by : Dek Terrell

Download or read book Essays in Honor of Cheng Hsiao written by Dek Terrell and published by Emerald Group Publishing. This book was released on 2020-04-15 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.

Essentials of Excel VBA, Python, and R

Author : John Lee
Publisher : Springer Nature
ISBN 13 : 3031142365
Total Pages : 698 pages
Book Rating : 4.0/5 (311 download)

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Book Synopsis Essentials of Excel VBA, Python, and R by : John Lee

Download or read book Essentials of Excel VBA, Python, and R written by John Lee and published by Springer Nature. This book was released on 2023-01-02 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: This advanced textbook for business statistics teaches, statistical analyses and research methods utilizing business case studies and financial data, with the applications of Excel VBA, Python and R. Each chapter engages the reader with sample data drawn from individual stocks, stock indices, options, and futures. Now in its second edition, it has been expanded into two volumes, each of which is devoted to specific parts of the business analytics curriculum. To reflect the current age of data science and machine learning, the used applications have been updated from Minitab and SAS to Python and R, so that readers will be better prepared for the current industry. This first volume is designed for advanced courses in financial statistics, investment analysis and portfolio management. It is also a comprehensive reference for active statistical finance scholars and business analysts who are looking to upgrade their toolkits. Readers can look to the second volume for dedicated content on financial derivatives, risk management, and machine learning.

Sustainable Wealth Management

Author : Karen Wendt
Publisher : Springer Nature
ISBN 13 : 3031555058
Total Pages : 334 pages
Book Rating : 4.0/5 (315 download)

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Book Synopsis Sustainable Wealth Management by : Karen Wendt

Download or read book Sustainable Wealth Management written by Karen Wendt and published by Springer Nature. This book was released on with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Encyclopedia of Finance

Author : Cheng-Few Lee
Publisher : Springer Nature
ISBN 13 : 3030912310
Total Pages : 2746 pages
Book Rating : 4.0/5 (39 download)

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Book Synopsis Encyclopedia of Finance by : Cheng-Few Lee

Download or read book Encyclopedia of Finance written by Cheng-Few Lee and published by Springer Nature. This book was released on 2022-09-12 with total page 2746 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Encyclopedia of Finance comprehensively covers the broad spectrum of terms and topics relating finance from asset pricing models to option pricing models to risk management and beyond. This third edition is comprised of over 1,300 individual definitions, chapters, appendices and is the most comprehensive and up-to-date resource in the field, integrating the most current terminology, research, theory, and practical applications. It includes 200 new terms and essays; 25 new chapters and four new appendices. Showcasing contributions from an international array of experts, the revised edition of this major reference work is unparalleled in the breadth and depth of its coverage.