Information leakage in financial machine learning research

IF 0.3 Q4 BUSINESS, FINANCE Algorithmic Finance Pub Date : 2019-01-01 DOI:10.3233/af-190900
Zachary David
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金融机器学习研究中的信息泄露
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来源期刊
Algorithmic Finance
Algorithmic Finance BUSINESS, FINANCE-
CiteScore
0.40
自引率
0.00%
发文量
6
期刊介绍: Algorithmic Finance is both a nascent field of study and a new high-quality academic research journal that seeks to bridge computer science and finance. It covers such applications as: High frequency and algorithmic trading Statistical arbitrage strategies Momentum and other algorithmic portfolio management Machine learning and computational financial intelligence Agent-based finance Complexity and market efficiency Algorithmic analysis of derivatives valuation Behavioral finance and investor heuristics and algorithms Applications of quantum computation to finance News analytics and automated textual analysis.
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