Deep learning, predictability, and optimal portfolio returns
Year of publication: |
December 2020
|
---|---|
Authors: | Babiak, Mykola ; Baruník, Jozef |
Publisher: |
Prague : Charles University, Center for Economic Research and Graduate Education |
Subject: | Return Predictability | Portfolio Allocation | Machine Learning | Neural Networks | Em-pirical Asset Pricing | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Lernen | Learning | CAPM | Lernprozess | Learning process |
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