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

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

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Cited in

(6)

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

Describes a project that uses

Uses Software

• R

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