Frederik Simon

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

1,906

TOTAL CITATIONS

2

Scholarly Papers (2)

1.

Deep Parametric Portfolio Policies

Number of pages: 75 Posted: 12 Jul 2022 Last Revised: 21 Feb 2025
Frederik Simon, Sebastian Weibels and Tom Zimmermann
University of Cologne, University of Cologne and University of Cologne
Downloads 1,224 (36,939)
Citation 2

Abstract:

Loading...

Portfolio Choice, Machine Learning, Expected Utility

2.

Interpretable Machine Learning for Earnings Forecasts: Leveraging High-Dimensional Financial Statement Data

Number of pages: 70 Posted: 14 Nov 2023 Last Revised: 27 Feb 2025
Dieter Hess, Frederik Simon and Sebastian Weibels
University of Cologne - Department of Corporate Finance, University of Cologne and University of Cologne
Downloads 682 (82,593)

Abstract:

Loading...

Cross-Sectional Earnings Models, Machine Learning, Earnings Forecasts