Predicting Returns with Machine Learning Across Horizons, Firms Size, and Time
Researchers and practitioners hope that machine learning strategies will deliver better
performance than traditional methods. But do they? This study documents that stock return …
performance than traditional methods. But do they? This study documents that stock return …
Financial Networks and Portfolio Management.
GS Konstantinov, I Aldridge… - Journal of Portfolio …, 2023 - search.ebscohost.com
This article aims to provide information on how networks gauge and visualize complex
interactions and relationships between assets, factors, or other economic variables. The …
interactions and relationships between assets, factors, or other economic variables. The …