User profiles for Vyshaal Narayanam

Vyshaal Narayanam

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Cited by 25

A machine learning approach to risk factors: A case study using the fama–french–carhart model

…, C Wu, D Itano, V Narayanam - The Journal of …, 2019 - jfds.pm-research.com
Factor models are by now ubiquitous in finance and form an integral part of investment practice.
The most common models in the investment industry are linear, a development that is no …

[HTML][HTML] A Review on Machine Learning for Asset Management

PM Mirete-Ferrer, A Garcia-Garcia, JS Baixauli-Soler… - Risks, 2022 - mdpi.com
This paper provides a review on machine learning methods applied to the asset management
discipline. Firstly, we describe the theoretical background of both machine learning and …