Machine learning for factor investing. R version

DOI10.1201/9781003034858zbMATH Open1471.91006OpenAlexW4320801214MaRDI QIDQ5147683FDOQ5147683

Authors: Guillaume Coqueret, Tony Guida 

Publication date: 27 January 2021

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

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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)

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

Uses Software

• R

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