Machine learning in asset pricing / (Record no. 81513)
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001 - CONTROL NUMBER | |
control field | on1239985018 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | OCoLC |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20220908100229.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
fixed length control field | m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr cnu---unuuu |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 210227s2021 nju ob 001 0 eng d |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | EBLCP |
Language of cataloging | eng |
Description conventions | rda |
-- | pn |
Transcribing agency | EBLCP |
Modifying agency | UKAHL |
-- | P@U |
-- | YDX |
-- | OCLCO |
-- | JSTOR |
-- | N$T |
-- | DEGRU |
-- | OCL |
-- | IEEEE |
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-- | OCLCQ |
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-- | SFB |
-- | OCLCO |
-- | UKOUP |
019 ## - | |
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 0691218714 |
Qualifying information | (electronic book) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9780691218717 |
Qualifying information | (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 9780691218700 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Canceled/invalid ISBN | 0691218706 |
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
OCLC library identifier | AU@ |
System control number | 000069241646 |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (OCoLC)1239985018 |
Canceled/invalid control number | (OCoLC)1273311172 |
-- | (OCoLC)1273313461 |
-- | (OCoLC)1275788686 |
-- | (OCoLC)1277125244 |
-- | (OCoLC)1277205507 |
-- | (OCoLC)1279020572 |
-- | (OCoLC)1280074762 |
-- | (OCoLC)1280168182 |
-- | (OCoLC)1280362136 |
-- | (OCoLC)1283793655 |
037 ## - SOURCE OF ACQUISITION | |
Stock number | 22573/ctv19f7x75 |
Source of stock number/acquisition | JSTOR |
037 ## - SOURCE OF ACQUISITION | |
Stock number | 9519805 |
Source of stock number/acquisition | IEEE |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HG4636 |
Item number | .N34 2021 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | BUS |
Subject category code subdivision | 027010 |
Source | bisacsh |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | BUS |
Subject category code subdivision | 027000 |
Source | bisacsh |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | COM |
Subject category code subdivision | 094000 |
Source | bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.63/2220285631 |
Edition number | 23 |
049 ## - LOCAL HOLDINGS (OCLC) | |
Holding library | MAIN |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Nagel, Stefan, |
Dates associated with a name | 1973- |
Relator term | author. |
9 (RLIN) | 65802 |
245 10 - TITLE STATEMENT | |
Title | Machine learning in asset pricing / |
Statement of responsibility, etc. | Stefan Nagel. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | Princeton : |
Name of producer, publisher, distributor, manufacturer | Princeton University Press, |
Date of production, publication, distribution, manufacture, or copyright notice | [2021] |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 1 online resource |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
490 1# - SERIES STATEMENT | |
Series statement | Princeton lectures in finance |
588 0# - SOURCE OF DESCRIPTION NOTE | |
Source of description note | Online resource; title from digital title page (viewed on May 11, 2021). |
505 00 - FORMATTED CONTENTS NOTE | |
Title | Frontmatter -- |
-- | CONTENTS -- |
-- | Preface -- |
-- | Machine Learning in Asset Pricing -- |
-- | Chapter 1 Introduction -- |
-- | Chapter 2 Supervised Learning -- |
-- | Chapter 3 Supervised Learning in Asset Pricing -- |
-- | Chapter 4 ML in Cross-Sectional Asset Pricing -- |
-- | Chapter 5 ML as Model of Investor Belief Formation -- |
-- | Chapter 6 A Research Agenda -- |
-- | Bibliography -- |
-- | Index |
520 ## - SUMMARY, ETC. | |
Summary, etc. | A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricingInvestors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing. In this book, Stefan Nagel examines the promises and challenges of ML applications in asset pricing. Asset pricing problems are substantially different from the settings for which ML tools were developed originally. To realize the potential of ML methods, they must be adapted for the specific conditions in asset pricing applications. Economic considerations, such as portfolio optimization, absence of near arbitrage, and investor learning can guide the selection and modification of ML tools. Beginning with a brief survey of basic supervised ML methods, Nagel then discusses the application of these techniques in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets. Machine Learning in Asset Pricing presents the exciting possibilities of using cutting-edge methods in research on financial asset valuation. |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc. note | Includes bibliographical references and index. |
590 ## - LOCAL NOTE (RLIN) | |
Local note | IEEE |
Provenance (VM) [OBSOLETE] | IEEE Xplore Princeton University Press eBooks Library |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Capital assets pricing model. |
9 (RLIN) | 65803 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Machine learning |
General subdivision | Economic aspects. |
9 (RLIN) | 65804 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Finance |
General subdivision | Mathematical models. |
9 (RLIN) | 14236 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Investments |
General subdivision | Mathematical models. |
9 (RLIN) | 65805 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Prices |
General subdivision | Mathematical models. |
9 (RLIN) | 65806 |
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Mod�ele d'�evaluation des actifs financiers. |
9 (RLIN) | 65807 |
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Apprentissage automatique |
General subdivision | Aspect �economique. |
9 (RLIN) | 65808 |
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Finances |
General subdivision | Mod�eles math�ematiques. |
9 (RLIN) | 65809 |
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Investissements |
General subdivision | Mod�eles math�ematiques. |
9 (RLIN) | 65810 |
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Prix |
General subdivision | Mod�eles math�ematiques. |
9 (RLIN) | 65811 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | BUSINESS & ECONOMICS |
General subdivision | Finance |
-- | Financial Engineering. |
Source of heading or term | bisacsh |
9 (RLIN) | 65812 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Prices |
General subdivision | Mathematical models. |
Source of heading or term | fast |
Authority record control number or standard number | (OCoLC)fst01076221 |
9 (RLIN) | 65806 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Investments |
General subdivision | Mathematical models. |
Source of heading or term | fast |
Authority record control number or standard number | (OCoLC)fst00978277 |
9 (RLIN) | 65805 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Finance |
General subdivision | Mathematical models. |
Source of heading or term | fast |
Authority record control number or standard number | (OCoLC)fst00924398 |
9 (RLIN) | 14236 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Capital assets pricing model. |
Source of heading or term | fast |
Authority record control number or standard number | (OCoLC)fst00846288 |
9 (RLIN) | 65803 |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Machine learning. |
Source of heading or term | fast |
Authority record control number or standard number | (OCoLC)fst01004795 |
9 (RLIN) | 1831 |
655 #0 - INDEX TERM--GENRE/FORM | |
Genre/form data or focus term | Electronic books. |
9 (RLIN) | 3294 |
655 #4 - INDEX TERM--GENRE/FORM | |
Genre/form data or focus term | Electronic books. |
9 (RLIN) | 3294 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Print version: |
Main entry heading | Nagel, Stefan. |
Title | Machine Learning in Asset Pricing. |
Place, publisher, and date of publication | Princeton : Princeton University Press, �2021 |
International Standard Book Number | 9780691218700 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Princeton lectures in finance. |
9 (RLIN) | 65813 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="https://ieeexplore.ieee.org/servlet/opac?bknumber=9519805">https://ieeexplore.ieee.org/servlet/opac?bknumber=9519805</a> |
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938 ## - | |
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938 ## - | |
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942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | eBooks |
994 ## - | |
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-- | INTKS |
No items available.