Machine learning as arbitrage: Can economics help explain AI?
Machine learning algorithms have shown to be remarkably successful tools for predicting asset returns. However, the underlying economic mechanisms behind their performance remain unclear. This paper proposes a model-based dynamic arbitrage trading strategy that combines economic and statistical nons...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2024
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/skbi/47 https://ink.library.smu.edu.sg/context/skbi/article/1046/viewcontent/ML_as_Arbitrage_manuscript_2024_Sept.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |