Towards automated asset management: evaluating some practical machine learning approaches
No Thumbnail Available
URL
Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Ask about the availability of the thesis by sending email to the Aalto University Learning Centre oppimiskeskus@aalto.fi
Authors
Date
2017
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
68
Series
Description
Thesis advisor
Jokivuolle, EsaKeywords
asset management, machine learning, stock picking, factor model, residual, automation