Machine learning for factor investing. R version

DOI10.1201/9781003034858MaRDI QIDQ5147683zbMATH OpenOpenAlexFDO

Authors Guillaume Coqueret, Tony Guida

Publication date 27 January 2021

Full work available at URL https://doi.org/10.1201/9781003034858

zbMATH Keywords

machine learning, factor analysis, R

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)

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Cited in

(6)

• An introduction to machine learning in quantitative finance
• Machine Learning in Finance: From Theory to Practice
• Machine learning in finance. From theory to practice
• Quantitative investing. From theory to industry
• Tidy Finance with R
• Machine Learning for Factor Investing

Describes a project that uses

Uses Software

• R

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