Choices Matter When Training Machine Learning Models for Return Prediction

IF 3.4 3区经济学 Q1 BUSINESS, FINANCE

Financial Analysts Journal Pub Date : 2024-08-29 DOI:10.1080/0015198x.2024.2388024

Clint Howard

引用次数: 0

Abstract

Applying machine learning to cross-sectional stock return prediction requires careful consideration of modeling choices. Common approaches that fail to account for heterogeneity or imbalanced stock...

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训练用于回报预测的机器学习模型时，选择很重要

将机器学习应用于横截面股票回报预测需要仔细考虑建模选择。常见的方法未能考虑到异质性或不平衡的股票回报率。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Financial Analysts Journal BUSINESS, FINANCE-

CiteScore

5.40

自引率

7.10%

发文量

期刊介绍： The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.