Selecting computational models for asset management: financial econometrics versus machine learning—is there a conflict?
JA Cerniglia, FJ Fabozzi - The Journal of Portfolio …, 2020 - jpm.pm-research.com
Successful forecasting requires integrating financial theory, market behavior, exploding
sources of data, and computational innovation. Building accurate computational models can …
sources of data, and computational innovation. Building accurate computational models can …