Essays about: "Valter Trollius"

Found 1 essay containing the words Valter Trollius.

  1. 1. Predicting Asset Prices with Machine Learning

    University essay from

    Author : Adam Eklund; Valter Trollius; [2020-06-29]
    Keywords : Machine learning; neural networks; OLS regression; asset pricing; financial forecasting; out-of-sample; predictability;

    Abstract : This study examines whether machine learning techniques such as neural networks contain predictability when modeling asset prices and if they can improve on asset pricing prediction compared to traditional OLS-regressions. This is analyzed through measuring and comparing the out-of-sample R2 to find each models’ predictive power. READ MORE