计算机科学 ›› 2022, Vol. 49 ›› Issue (6): 276-286.doi: 10.11896/jsjkx.210900127
许杰1, 祝玉坤1, 邢春晓2
XU Jie1, ZHU Yu-kun1, XING Chun-xiao2
摘要： 金融资产配置的关键问题是资产的价格,资产定价是现代金融学的核心内容,揭示资产定价规律一直是金融研究热点之一。文中回顾了机器学习在资产定价领域使用的方法与研究进展,将机器学习资产定价的方法分类为基于特征处理的机器学习方法与端到端处理的深度学习方法;围绕当前机器学习资产定价遇到的主要问题,比较了不同算法在原理和应用场景方面的区别;指出了两类机器学习方法的适用性与局限性;讨论了机器学习资产定价未来可能的研究趋势。
中图分类号:
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