Fundamental factor models using machine learning
Seisuke Sugitomo, Shotaro Minami
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Sugitomo, Seisuke ; Minami, Shotaro |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 8.2018, 1, p. 111-118
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| Subject: | Multi-Factor Model | Fundamental Factor Model | Support Vector Machine (SVM) | Gradient Boosting Decision Tree (GBDT) | Neural Network (NN) | Artificial Intelligence Finance | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Mustererkennung | Pattern recognition | Theorie | Theory | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Entscheidungsbaum | Decision tree |