首页|Investigators from University of London Zero in on Machine Learning (Factor Corr elation and the Cross Section of Asset Returns: a Correlation-robust Machine Lea rning Approach)
Investigators from University of London Zero in on Machine Learning (Factor Corr elation and the Cross Section of Asset Returns: a Correlation-robust Machine Lea rning Approach)
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By a News Reporter-Staff News Editor at Robotics & Machine Learning Daily News Daily News – Fresh data on Machine Learning are pre sented in a new report. According to news originating from London, United Kingdo m, by NewsRx editors, the research stated, “This paper inves-tigates high -dimens ional factor models for cross-sectional asset returns, with a specific focus on robust estimation in the presence of (highly) correlated factors. Factor correla tions can significantly compromise the robustness and credibility of commonly em ployed analytical methods.” Funders for this research include Pump Priming Fund, City University of London.
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