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SSRNML & AI Methods

Elasticity of Machine Learning and Investment Strategies

Modern asset pricing models suggest that statistical arbitrageurs create inelastic market demand for assets, a contrast to classical models where they create elastic demand.

Featured in No. 18 on 4 Oct 2023 ·

Released
20 Oct 2022
First featured
No. 18 · 4 Oct 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
233
Identifier
SSRN 4586223

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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