eTD Explore

Start Over Year 2013 Keyword machine learning Keyword trading strategies

1. Machine Learning Methods in Portfolio Replication

open_access

Open Access

Author:: You, Cheng
Title:: Machine Learning Methods in Portfolio Replication
Graduate Program:: Statistics
Keywords:: machine learning
portfolio replication
LASSO
LARS
trading strategies
hidden Markov model
hierarchical modelling
File:: Download ChengYou-MasterThesis-Final.pdf
Committee Members:: Jason Ryder Morton, Thesis Advisor/Co-Advisor