Robotics & Machine Learning Daily News2024,Issue(Dec.3) :62-63.

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)

丹佛大学最近进行的关于机器学习的研究报告(合并和筛选机器学习预测,用高维数据预测股票回报)

Robotics & Machine Learning Daily News2024,Issue(Dec.3) :62-63.

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)

丹佛大学最近进行的关于机器学习的研究报告(合并和筛选机器学习预测,用高维数据预测股票回报)

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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-调查人员讨论机器学习的新发现。根据新闻报道在科罗拉多州丹佛市,由NewsRx编辑,研究称:“我们评估美国市场回报的可预测性。”使用了一个新的数据集,该数据集包含了几百个AG级企业层面的特征。我们用弹性套索网络、随机森林、神经网络、极端梯度提升、三维光梯度提升机方法和发现这些模型经历了巨大的预测误差,导致预测失败。

Abstract

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.”

Key words

Denver/Colorado/United States/North a nd Central America/Cyborgs/Emerging Technologies/Machine Learning/University of Denver

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出版年

2024
Robotics & Machine Learning Daily News

Robotics & Machine Learning Daily News

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