Neural Network Models for Empirical Finance
This paper presents an overview of the procedures that are involved in prediction with machine learning models with special emphasis on deep learning. We study suitable objective functions for prediction in high-dimensional settings and discuss the role of regularization methods in order to alleviat...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-10-01
|
| Series: | Journal of Risk and Financial Management |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1911-8074/13/11/265 |