Asset pricing models with machine-learning method.
Cancan ZhangLiangliang ZhangYajuan YangKongyan ChenPublished in: CIS (2022)
Keyphrases
- machine learning methods
- statistical methods
- machine learning
- detection method
- high accuracy
- dynamic programming
- neural network
- prior knowledge
- computational cost
- autoregressive
- pairwise
- cost function
- modeling method
- prediction model
- similarity measure
- preprocessing
- active learning
- probabilistic model
- support vector
- clustering method
- objective function
- statistical model
- training data
- bayesian framework
- experimental evaluation
- monte carlo simulation
- feature selection
- numerical methods