Predicting Returns with Machine Learning Across Horizons, Firms Size, and Time

N Cakici, C Fieberg, D Metko… - Journal of Financial Data …, 2023 - papers.ssrn.com
Researchers and practitioners hope that machine learning strategies will deliver better
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 …