SSRNTrading, Microstructure & Execution
Machine Learning Execution Time in Asset Pricing
The XGBoost machine learning model is found to be highly accurate and efficient in empirical asset pricing, with improved performance through feature reduction and shorter time observations.
Featured in No. 18 on 4 Oct 2023 · 5 days after release · 0 citations today
- Released
- 29 Sep 2023
- First featured
- No. 18 · 4 Oct 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4587923
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).