RFS-使用机器学习和大数据预测期权价格-英-55页
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标签: #大数据
OptionReturnPredictabilitywithMachineLearningandBigDataTuranG.BaliGeorgetownUniversity,USAHeinerBeckmeyerUniversityofMünster,GermanyMathisMörkeUniversityofSt.Gallen,SwitzerlandFlorianWeigertUniversityofNeuchâtel,SwitzerlandDrawinguponmorethan12millionobservationsovertheperiodfrom1996to2020,wefindtha...