Applications of machine learning in portfolio management
Advances in predicting market returns using machine learning have seen tremendous growth which can be attributed to veritable data mining and computational capabilities. However, a large portion of this literature focuses on short-term effects by evaluating models solely on their prediction error ra...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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Nanyang Technological University
2021
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| Online Access: | https://hdl.handle.net/10356/153308 |