首页|New Machine Learning Findings Has Been Reported by Investigators at Washington U niversity (Cross-sectional Expected Returns: New Fama-macbeth Regressions In the Era of Machine Learning)
New Machine Learning Findings Has Been Reported by Investigators at Washington U niversity (Cross-sectional Expected Returns: New Fama-macbeth Regressions In the Era of Machine Learning)
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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 out of St. Louis, Missouri, by NewsR x editors, research stated, “We extend the Fama-MacBeth regression framework for cross-sectional return prediction to incorporate big data and machine learning. Our extension involves a three-step procedure for generating return forecasts b ased on Fama-MacBeth regressions with regularization and predictor selection as well as forecast combination and encompassing.”
St. LouisMissouriUnited StatesNort h and Central AmericaCyborgsEmerging TechnologiesMachine LearningWashing ton University
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