Rise of the machines : factor investing with artificial neural networks and the cross-section of expected stock returns
Edward N. W. Aw, Joshua Jiang and John Q. Jiang
| Year of publication: |
2019
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|---|---|
| Authors: | Aw, Edward N. W. ; Jiang, Joshua ; Jiang, John Q. |
| Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 29.2019, 1, p. 6-17
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| Subject: | Quantitative methods | statistical methods | simulations | big data/machine learning | Neuronale Netze | Neural networks | Theorie | Theory | Simulation | Kapitalmarktrendite | Capital market returns | Lernprozess | Learning process | Finanzanalyse | Financial analysis | CAPM | Kapitaleinkommen | Capital income | Statistische Methode | Statistical method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/joi.2019.1.108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013177237