Kristof Lommers

University of Oxford, Said Business School

Oxford , OX1 5NY

United Kingdom

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Confronting Machine Learning with Financial Research

Number of pages: 34 Posted: 22 Mar 2021 Last Revised: 26 Mar 2021
Kristof Lommers, Ouns El Harzli and Jack Kim
University of Oxford, Said Business School, University of Oxford and Stanford University - Department of Management Science & Engineering
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Abstract:

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Financial Machine Learning, Empirical Finance, Financial Econometrics