摘要
Robotics&Machine Learning Daily News的一位新闻记者兼工作人员新闻编辑每日新闻-机器学习的新数据在一份新的报告中呈现。据NewsRx编辑的《来自英国伦敦的新闻》报道，这项研究称：“本文研究了横截面资产回报的高维因子模型，特别关注在存在（高度）相关因素的情况下的稳健估计。因子相关会显著损害常用分析方法的稳健性和可信度。”这项研究的资助者包括伦敦城市大学的泵启动基金。
Abstract
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.
NETL
NSTL