首页|New Findings on Machine Learning Described by Investigators at Minzu University of China (From Fundamental Signals To Stock Volatility: a Machine Learning Appro ach)
New Findings on Machine Learning Described by Investigators at Minzu University of China (From Fundamental Signals To Stock Volatility: a Machine Learning Appro ach)
扫码查看
点击上方二维码区域，可以放大扫码查看
原文链接
NETL
NSTL
By a News Reporter-Staff News Editor at Robotics & Machine Learning DailyNews Daily News – Researchers detail new data in Machine Learning. According to news originating fromBeijing, People’s Republic of Chin a, by NewsRx correspondents, research stated, “Enriched with a large set of acco unting-based characteristics, we find that the aggregate fundamental risk, const ructed with severalmachine learning algorithms, predicts stock return volatilit y. We find that nonlinear models, especiallyneural networks, outperform linear methods and single characteristics and attribute the improvements inprediction accuracy to their ability to capture nonlinear patterns.”
BeijingPeople’s Republic of ChinaAsi aCyborgsEmerging TechnologiesMachine LearningMinzu University of China
NETL
NSTL
