首页|Studies Conducted at University of Denver on Machine Learning Recently Reported (Pooling and Winsorizing Machine Learning Forecasts To Predict Stock Returns Wit h High-dimensional Data)
Studies Conducted at University of Denver on Machine Learning Recently Reported (Pooling and Winsorizing Machine Learning Forecasts To Predict Stock Returns Wit h High-dimensional Data)
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By a News Reporter-Staff News Editor at Robotics & Machine Learning DailyNews Daily News – Investigators discuss new findings in Machine Learning. According to news reportingout of Denver, Colorado, by NewsRx editors, research stated, “We evaluate US market return predictabilityusing a novel data set of several hundred ag- gregated firm-level characteristics. We ap ply LASSO, ElasticNet, Random Forest, Neural Net, Extreme Gradient Boosting, an d Light Gradient Boosting Machinemethods and find these models experience large prediction errors that lead to forecast failures.”
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