Robotics & Machine Learning Daily News2024,Issue(Sep.25) :56-57.

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)

Robotics & Machine Learning Daily News2024,Issue(Sep.25) :56-57.

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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Abstract

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.”

Key words

St. Louis/Missouri/United States/Nort h and Central America/Cyborgs/Emerging Technologies/Machine Learning/Washing ton University

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出版年

2024
Robotics & Machine Learning Daily News

Robotics & Machine Learning Daily News

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