Essays about: "Oliver Klingberg Malmer"
Found 2 essays containing the words Oliver Klingberg Malmer.
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik
Abstract : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. READ MORE
2. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik
Abstract : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. READ MORE