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  • Search: subject:"Probabilistic or classification models"
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Year of publication
Subject
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Sharpe ratios 2 Absolute excess return 1 Active fixed-income management 1 Anleihe 1 Aprendizaje automático 1 Artificial intelligence 1 Bond 1 Capital income 1 Duration management 1 Exceso de retorno 1 Forecasting model 1 Gestión activa de renta fija 1 Gestión de duración 1 Kapitaleinkommen 1 Künstliche Intelligenz 1 Lasso logit regressions 1 Lasso logitregressions 1 Machine learning 1 Modelos probabilísticos o de clasificación 1 Métodos econométricos y estadísticos : cuestiones especiales 1 Portfolio selection 1 Portfolio-Management 1 Predicción 1 Probabilistic or classification models 1 Prognoseverfahren 1 Ratios de Sharpe 1 Redes neuronales 1 Regresiones logísticas Lasso 1 Selección y gestión de carteras 1 absolute excess return 1 active fixed-income management 1 duration management 1 machine learning 1 probabilistic or classification models 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 1 Other 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 2
Author
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Torres, Diego 2 De Luis, Mercedes 1 Luis, Mercedes de 1 Rodríguez Alfonso, Emilio 1 Rodríguez, Emilio 1
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Documentos de trabajo / Banco de España 1
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BASE 1 ECONIS (ZBW) 1
Showing 1 - 2 of 2
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Machine learning applied to active fixed-income portfolio management : a lasso logit approach
De Luis, Mercedes; Rodríguez, Emilio; Torres, Diego - 2023
Persistent link: https://www.econbiz.de/10014366195
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Machine learning applied to active fixed-income portfolio management: a Lasso logit approach
Luis, Mercedes de; Rodríguez Alfonso, Emilio; Torres, Diego
El uso de métodos cuantitativos es fundamental en la gestión de carteras de inversores institucionales. En la última década, se han realizado diversos estudios empíricos que emplean modelos probabilísticos o de clasificación para predecir los rendimientos del mercado de valores, modelar...
Persistent link: https://www.econbiz.de/10014340705
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