首页|Findings from Xi’an Jiaotong Liverpool University Provides New Data on Machine L earning (Exploring the Factor Zoo With a Machine-learning Portfolio)
Findings from Xi’an Jiaotong Liverpool University Provides New Data on Machine L earning (Exploring the Factor Zoo With a Machine-learning Portfolio)
扫码查看
点击上方二维码区域,可以放大扫码查看
原文链接
NETL
NSTL
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.”
SuzhouPeople’s Republic of ChinaAsiaCyborgsEmerging TechnologiesMachine LearningXi’an Jiaotong Liverpool Uni versity