Olga Krasotkina

Markov Processes International LLC

25 Maple Street

Summit, NJ 07901

United States

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Scholarly Papers (1)

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Modeling Private Equity: A Machine-Learning Approach

Number of pages: 66 Posted: 06 May 2019 Last Revised: 04 Nov 2019
Barings, Markov Processes International LLC, University of Hawaii at Manoa - Department of Financial Economics and Institutions and University of Maryland - Robert H. Smith School of Business
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Abstract:

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Private Equity, Buyout Funds, Time-Series, Supervised Machine Learning, Jackknife, Cross-Validation, Factor Modeling, Long Horizons, Overlapping