Download This PaperFinancial Machine Learning
161 Pages Posted: 26 Jul 2023
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Financial Machine Learning
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-100
Number of pages: 161
Posted: 26 Jul 2023
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Financial Machine Learning
NBER Working Paper No. w31502
Number of pages: 160
Posted: 24 Jul 2023
Last Revised: 25 Jul 2023
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35
Date Written: July 24, 2023
Abstract
We survey the nascent literature on machine learning in the study of financial markets. We highlight the best examples of what this line of research has to offer and recommend promising directions for future research. This survey is designed for both financial economists interested in grasping machine learning tools, as well as for statisticians and machine learners seeking interesting financial contexts where advanced methods may be deployed.
JEL Classification: C33,C4,C45,C55,C58,G1,G10,G11,G12,G17
Suggested Citation: Suggested Citation
Kelly, Bryan T. and Xiu, Dacheng, Financial Machine Learning (July 24, 2023). University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-100, Available at SSRN: https://ssrn.com/abstract=4520856 or http://dx.doi.org/10.2139/ssrn.4520856
Dacheng Xiu (Contact Author)
University of Chicago - Booth School of Business ( email )
5807 S. Woodlawn Avenue
Chicago, IL 60637
United States
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