首页|Findings on Machine Learning Reported by Investigators at Central University of Finance and Economics (Noisy Market, Machine Learning and Fundamental Momentum)
Findings on Machine Learning Reported by Investigators at Central University of Finance and Economics (Noisy Market, Machine Learning and Fundamental Momentum)
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By a News Reporter-Staff News Editor at Robotics & Machine Learning Daily News Daily News-Investigators publish new report on Ma chine Learning. According to news reporting originating from Beijing, People's R epublic of China, by NewsRx correspondents, research stated, "We employ machine to learn the continuous fundamental information and elucidate the fundamental mo mentum in the noisy Chinese stock market. We extract fundamental implied compone nt from realized returns and sort stocks with the trend of implied parts." Financial supporters for this research include National Natural Science Foundati on of China (NSFC), Fundamental Research Funds for the Central Universities. Our news editors obtained a quote from the research from the Central University of Finance and Economics, "The high-dimensional fundamental momentum significant ly differentiates from its predecessor, yielding an annualized return of 13.8% . Underreaction in investors helps explain the strategy, as it generates stronge r profit during periods of low investor sentiment and in subsamples with high id iosyncratic volatility. The retail investors in China are prone to distort the p resentation of momentum."
BeijingPeople's Republic of ChinaAsi aCyborgsEmerging TechnologiesMachine LearningCentral University of Finan ce and Economics
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