古代元旦
Machine learning and ast allocation 期刊名称： Financial Management
作者： Bryan R. Routledge,William G. Christie
怦然心动台词年份： 2019年情不自禁>头盔简笔画
期号： 第4期
党员有什么用>鲍鱼怎么洗摘要：Investors have access to a large array of structured and unstructured data. We consider how the data can be incorporated into financial decisions through the lens of the canonical ast allocation decision. We characterize investor preference for simplicity in models of the data ud in the ast allocation decision. The simplicity parameters then guide ast allocation along with the usual risk aversion parameter. We u three distinct and diver macroeconomic data ts to implement the model to forecast equity returns (the equity risk premium). The data ts we u are (a) price鈥恉ividend ratios, (b) an array of macroeconomic ries, and (c) text data from the Federal Rerve's Federal Open Market Committee (FOMC) meetings.
2019日日夜夜
计划生育服务手册内容由中国教育图书进出口有限公司引进
