Work

Financial Machine Learning

Year: 2023

Type: article

Abstract: We survey the nascent literature on machine learning in the study of financial markets. We highlight the best examples of what this line of research has to offer and recommend promising directions for future research. This survey is designed for both financial economists interested in grasping machine learning tools, as well as for statisticians and machine learners seeking interesting financial contexts where advanced methods may be deployed.

Source: Foundations and Trends® in Finance

DOI: 10.1561/500000064

Authors: Bryan Kelly, Dacheng Xiu

Institutions: National Bureau of Economic Research, Yale University, University of Chicago

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: diamond

OpenAlex ID: W4388492808

FWCI: 18.34

Cites: 214

Cited by: 133

Related to: 10