Robotics & Machine Learning Daily News2024,Issue(Nov.14) :68-68.

Findings from Xi’an Jiaotong Liverpool University Provides New Data on Machine L earning (Exploring the Factor Zoo With a Machine-learning Portfolio)

西安交通利物浦大学的研究结果提供了机器学习收益的新数据(用机器学习组合探索因子动物园)

Robotics & Machine Learning Daily News2024,Issue(Nov.14) :68-68.

Findings from Xi’an Jiaotong Liverpool University Provides New Data on Machine L earning (Exploring the Factor Zoo With a Machine-learning Portfolio)

西安交通利物浦大学的研究结果提供了机器学习收益的新数据(用机器学习组合探索因子动物园)

扫码查看

摘要

由一名新闻记者-机器人与机器学习日报的工作人员新闻编辑每日新闻-机器学习的新研究是一篇报道的主题。据新闻报道NewsRx记者从中华人民共和国苏州报道,研究称,随着金融领域对机器学习(ML)方法的日益依赖,对其长期发展的理解其有效性和潜在机制有待进一步研究。我们记录了不同的时间变化的重要性18年(1998-201 6)样本外期的库存特征,以确定ML模型是否,当在大量的公司和交易特征上接受培训时,可以持续优于要素模式LS。

Abstract

By a News Reporter-Staff News Editor at Robotics & Machine Learning DailyNews Daily News - New research on Machine Learning is th e subject of a report. According to newsreporting originating from Suzhou, Peop le’s Republic of China, by NewsRx correspondents, research stated,“With the gro wing reliance on machine-learning (ML) methods in finance, an understanding of t heir longtermefficacy and underlying mechanism is needed. We document the time -varying importance of differentstock characteristics over an 18-year (1998-201 6) out-of-sample period to determine whether ML models,when trained on a large set of firm and trading characteristics, can consistently outperform factor models.”

Key words

Suzhou/People’s Republic of China/Asia/Cyborgs/Emerging Technologies/Machine Learning/Xi’an Jiaotong Liverpool Uni versity

引用本文复制引用

出版年

2024
Robotics & Machine Learning Daily News

Robotics & Machine Learning Daily News

ISSN:
段落导航相关论文