Blar i NHH Brage på forfatter "Pettersen, Sander Nikolai Berge"
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Portfolio Modelling: Man vs Machine : An empirical study of machine learning efficiency and variable selection in portfolio modelling on the Oslo Stock Exchange
Flon, Nicholas de; Pettersen, Sander Nikolai Berge (Master thesis, 2022)We investigated and compared the performance of machine learning methods in the context of empirical asset pricing. We used seven different algorithms and 83 firm characteristics, comparing the models’ monthly predictive ...