Machine Learning in Finance

DOI10.1007/978-3-030-41068-1zbMath1435.62012OpenAlexW4245119036MaRDI QIDQ5106660

Matthew F. Dixon, Paul Bilokon, Igor Halperin

Publication date: 22 April 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-41068-1

zbMATH Keywords

financemachine learningcanonical modelingdecision frameworks

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Financial applications of other theories (91G80) Portfolio theory (91G10) Neural nets and related approaches to inference from stochastic processes (62M45)

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