SSRNTrading, Microstructure & Execution
Machine Learning Execution Time in Asset Pricing
The research analyzes the execution time of machine learning models in empirical asset pricing, finding that XGBoost is the fastest and most accurate, and that reducing features and time observations can significantly cut execution time.
Featured in No. 25 on 8 Nov 2023 · 8 days after release
- Released
- 31 Oct 2023
- First featured
- No. 25 · 8 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4623947
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).