Machine Learning for Factor Investing
Author | : Guillaume Coqueret |
Publisher | : CRC Press |
Total Pages | : 358 |
Release | : 2023-08-08 |
ISBN-10 | : 9781000912807 |
ISBN-13 | : 1000912809 |
Rating | : 4/5 (07 Downloads) |
Book Synopsis Machine Learning for Factor Investing by : Guillaume Coqueret
Download or read book Machine Learning for Factor Investing written by Guillaume Coqueret and published by CRC Press. This book was released on 2023-08-08 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: a detailed presentation of the key machine learning tools use in finance a large scale coding tutorial with easily reproducible examples realistic applications on a large publicly available dataset all the key ingredients to perform a full portfolio backtest