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Marcos M.
Machine Learning for Asset Managers
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2489301Machine Learning for Asset Managershttps://www.gandhi.com.mx/machine-learning-for-asset-managers-9781108885409/phttps://gandhi.vtexassets.com/arquivos/ids/2150497/5661e6cc-ce42-4487-944a-ec94ea5995ab.jpg?v=638383578235000000387472MXNCambridge University PressInStock/Ebooks/<p>Successful investment strategies are specific implementations of general theories. An investment strategy that lacks a theoretical justification is likely to be false. Hence, an asset manager should concentrate her efforts on developing a theory rather than on backtesting potential trading rules. The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods. Some of MLs strengths include (1) a focus on out-of-sample predictability over variance adjudication; (2) the use of computational methods to avoid relying on (potentially unrealistic) assumptions; (3) the ability to learn complex specifications, including nonlinear, hierarchical, and noncontinuous interaction effects in a high-dimensional space; and (4) the ability to disentangle the variable search from the specification search, robust to multicollinearity and other substitution effects.</p>...2425402Machine Learning for Asset Managers387472https://www.gandhi.com.mx/machine-learning-for-asset-managers-9781108885409/phttps://gandhi.vtexassets.com/arquivos/ids/2150497/5661e6cc-ce42-4487-944a-ec94ea5995ab.jpg?v=638383578235000000InStockMXN99999DIEbook20209781108885409_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_<p>Successful investment strategies are specific implementations of general theories. An investment strategy that lacks a theoretical justification is likely to be false. Hence, an asset manager should concentrate her efforts on developing a theory rather than on backtesting potential trading rules. The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods. Some of MLs strengths include (1) a focus on out-of-sample predictability over variance adjudication; (2) the use of computational methods to avoid relying on (potentially unrealistic) assumptions; (3) the ability to learn complex specifications, including nonlinear, hierarchical, and noncontinuous interaction effects in a high-dimensional space; and (4) the ability to disentangle the variable search from the specification search, robust to multicollinearity and other substitution effects.</p>(*_*)9781108885409_<p>Successful investment strategies are specific implementations of general theories. An investment strategy that lacks a theoretical justification is likely to be false. Hence, an asset manager should concentrate her efforts on developing a theory rather than on backtesting potential trading rules. The purpose of this Element is to introduce machine learning (ML) tools that can help asset managers discover economic and financial theories. ML is not a black box, and it does not necessarily overfit. ML tools complement rather than replace the classical statistical methods. Some of MLs strengths include (1) a focus on out-of-sample predictability over variance adjudication; (2) the use of computational methods to avoid relying on (potentially unrealistic) assumptions; (3) the ability to learn complex specifications, including nonlinear, hierarchical, and noncontinuous interaction effects in a high-dimensional space; and (4) the ability to disentangle the variable search from the specification search, robust to multicollinearity and other substitution effects.</p>...9781108885409_Cambridge University Presslibro_electonico_28cc6718-c855-3866-9626-0646469b62f6_9781108885409;9781108885409_9781108885409Marcos M.InglésMéxicohttps://getbook.kobo.com/koboid-prod-public/cambridgeupress-epub-c7f75c80-68fb-4965-9cb4-28b8c0c5f554.epub2020-04-30T00:00:00+00:00Cambridge University Press