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Machine Learning in Asset Pricing - Stefan Nagel - Bog - Princeton University Press - Plusbog.dk

Machine Learning in Asset Pricing - Stefan Nagel - Bog - Princeton University Press - Plusbog.dk

A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors 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.

DKK 413.00
3

Lectures on Pseudo-Differential Operators - Alexander Nagel - Bog - Princeton University Press - Plusbog.dk

Lectures on Pseudo-Differential Operators - Alexander Nagel - Bog - Princeton University Press - Plusbog.dk

The theory of pseudo-differential operators (which originated as singular integral operators) was largely influenced by its application to function theory in one complex variable and regularity properties of solutions of elliptic partial differential equations. Given here is an exposition of some new classes of pseudo-differential operators relevant to several complex variables and certain non-elliptic problems.Originally published in 1979.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

DKK 747.00
3

Essays on Fourier Analysis in Honor of Elias M. Stein - Bog - Hardback

Essays on Fourier Analysis in Honor of Elias M. Stein - Bog - Hardback

This book contains the lectures presented at a conference held at Princeton University in May 1991 in honor of Elias M. Stein's sixtieth birthday. The lectures deal with Fourier analysis and its applications. The contributors to the volume are W. Beckner, A. Boggess, J. Bourgain, A. Carbery, M. Christ, R. R. Coifman, S. Dobyinsky, C. Fefferman, R. Fefferman, Y. Han, D. Jerison, P. W. Jones, C. Kenig, Y. Meyer, A. Nagel, D. H. Phong, J. Vance, S. Wainger, D. Watson, G. Weiss, V. Wickerhauser, and..

DKK 2397.95
2

Essays on Fourier Analysis in Honor of Elias M. Stein - Bog - Paperback

Essays on Fourier Analysis in Honor of Elias M. Stein - Bog - Paperback

This book contains the lectures presented at a conference held at Princeton University in May 1991 in honor of Elias M. Stein's sixtieth birthday. The lectures deal with Fourier analysis and its applications. The contributors to the volume are W. Beckner, A. Boggess, J. Bourgain, A. Carbery, M. Christ, R. R. Coifman, S. Dobyinsky, C. Fefferman, R. Fefferman, Y. Han, D. Jerison, P. W. Jones, C. Kenig, Y. Meyer, A. Nagel, D. H. Phong, J. Vance, S. Wainger, D. Watson, G. Weiss, V. Wickerhauser, and..

DKK 622.95
3

Finding Oneself in the Other - G. A. Cohen - Bog - Princeton University Press - Plusbog.dk

Finding Oneself in the Other - G. A. Cohen - Bog - Princeton University Press - Plusbog.dk

This is the second of three volumes of posthumously collected writings of G. A. Cohen, who was one of the leading, and most progressive, figures in contemporary political philosophy. This volume brings together some of Cohen''s most personal philosophical and nonphilosophical essays, many of them previously unpublished. Rich in first-person narration, insight, and humor, these pieces vividly demonstrate why Thomas Nagel described Cohen as a "wonderful raconteur.? The nonphilosophical highlight of the book is Cohen''s remarkable account of his first trip to India, which includes unforgettable vignettes of encounters with strangers and reflections on poverty and begging. Other biographical pieces include his valedictory lecture at Oxford, in which he describes his philosophical development and offers his impressions of other philosophers, and "Isaiah''s Marx, and Mine," a tribute to his mentor Isaiah Berlin. Other essays address such topics as the truth in "small-c conservatism," who can and can''t condemn terrorists, and the essence of bullshit. A recurring theme is finding completion in relation to the world of other human beings. Engaging, perceptive, and empathetic, these writings reveal a more personal side of one of the most influential philosophers of our time.

DKK 228.00
1

Finding Oneself in the Other - G. A. Cohen - Bog - Princeton University Press - Plusbog.dk

Finding Oneself in the Other - G. A. Cohen - Bog - Princeton University Press - Plusbog.dk

This is the second of three volumes of posthumously collected writings of G. A. Cohen, who was one of the leading, and most progressive, figures in contemporary political philosophy. This volume brings together some of Cohen''s most personal philosophical and nonphilosophical essays, many of them previously unpublished. Rich in first-person narration, insight, and humor, these pieces vividly demonstrate why Thomas Nagel described Cohen as a "wonderful raconteur.? The nonphilosophical highlight of the book is Cohen''s remarkable account of his first trip to India, which includes unforgettable vignettes of encounters with strangers and reflections on poverty and begging. Other biographical pieces include his valedictory lecture at Oxford, in which he describes his philosophical development and offers his impressions of other philosophers, and "Isaiah''s Marx, and Mine," a tribute to his mentor Isaiah Berlin. Other essays address such topics as the truth in "small-c conservatism," who can and can''t condemn terrorists, and the essence of bullshit. A recurring theme is finding completion in relation to the world of other human beings. Engaging, perceptive, and empathetic, these writings reveal a more personal side of one of the most influential philosophers of our time.

DKK 814.00
1