首页|Findings from Columbia Business School Yields New Data on Ma- chine Learning (Machine-learning the Skill of Mutual Fund Man- agers)
Findings from Columbia Business School Yields New Data on Ma- chine Learning (Machine-learning the Skill of Mutual Fund Man- agers)
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Elsevier
2024 FEB 27 (NewsRx) – By a News Reporter-Staff News Editor at Robotics & Machine Learning Daily News Daily News – Researchers detail new data in Machine Learning. According to news reporting out of New York City, New York, by NewsRx editors, research stated, “We show, using machine learning, that fund characteristics can consistently differentiate high from low-performing mutual funds, before and after fees. The outperformance persists for more than three years.” Our news journalists obtained a quote from the research from Columbia Business School, “Fund mo- mentum and fund flow are the most important predictors of future risk-adjusted fund performance, while characteristics of the stocks that funds hold are not predictive. Returns of predictive long-short portfolios are higher following a period of high sentiment.”
New York CityNew YorkUnited StatesNorth and Central AmericaCyborgsEmerging TechnologiesInvestment and FinanceMachine LearningColumbia Business School
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Elsevier
