Market Efficiency in the Age of Big Data
收藏NBER2019-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w26586
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资源简介：
Modern investors face a high-dimensional prediction problem: thousands of observable variables are potentially relevant for forecasting. We reassess the conventional wisdom on market efficiency in light of this fact. In our model economy, which resembles a typical machine learning setting, N assets
提供机构：
美国国家经济研究局
创建时间：
2019-12-01
