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Recent methodological contributions in asset pricing using factor models and machine learning. I presented Giglio et al. (2021) paper during Econometrics and ML reading group.

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FM_ML_AP_Slides.pdf
FM_ML_AP_Slides.pdf
 
 
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README.md
 
 

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Factor-Models-Machine-Learning-and-Asset-Pricing

The Slides are related to the recent paper from Giglio et al. (2021), which proposes the recent methodological contributions in asset pricing using factor models and machine learning. I presented this paper during our UdeM Econometrics and ML reading group.

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Recent methodological contributions in asset pricing using factor models and machine learning. I presented Giglio et al. (2021) paper during Econometrics and ML reading group.

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