[BOOK][B] Machine learning for asset managers
MML de Prado - 2020 - cambridge.org
Successful investment strategies are specific implementations of general theories. An
investment strategy that lacks a theoretical justification is likely to be false. Hence, an asset …
investment strategy that lacks a theoretical justification is likely to be false. Hence, an asset …
[PDF][PDF] Stock selection with random forest: An exploitation of excess return in the Chinese stock market
Z Tan, Z Yan, G Zhu - Heliyon, 2019 - cell.com
In recent years, a variety of research fields, including finance, have begun to place great
emphasis on machine learning techniques because they exhibit broad abilities to simulate …
emphasis on machine learning techniques because they exhibit broad abilities to simulate …
[HTML][HTML] Can ensemble machine learning methods predict stock returns for Indian banks using technical indicators?
This paper develops ensemble machine learning models (XGBoost, Gradient Boosting, and
AdaBoost in addition to Random Forest) for predicting stock returns of Indian banks using …
AdaBoost in addition to Random Forest) for predicting stock returns of Indian banks using …
Local explanations of global rankings: insights for competitive rankings
H Anahideh, N Mohabbati-Kalejahi - IEEE Access, 2022 - ieeexplore.ieee.org
Explaining complex algorithms and models has recently received growing attention in
various domains to support informed decisions. Ranking functions are widely used for …
various domains to support informed decisions. Ranking functions are widely used for …
[HTML][HTML] Prevalence and determinants of preterm birth in Tehran, Iran: a comparison between logistic regression and decision tree methods
Objectives Preterm birth (PTB) is a leading cause of neonatal death and the second biggest
cause of death in children under five years of age. The objective of this study was to …
cause of death in children under five years of age. The objective of this study was to …
SVM–CART for disease classification
E Reynolds, B Callaghan… - Journal of applied statistics, 2019 - Taylor & Francis
Classification and regression trees (CART) and support vector machines (SVM) have
become very popular statistical learning tools for analyzing complex data that often arise in …
become very popular statistical learning tools for analyzing complex data that often arise in …
A risk-oriented model for factor timing decisions
KL Miller, H Li, TG Zhou… - Journal of Portfolio …, 2015 - search.proquest.com
Alpha factors are built to perform well over time, on average. There are instances when they
do not, and knowing these instances ex ante can be a significant source of added value for …
do not, and knowing these instances ex ante can be a significant source of added value for …
Stock ranking with market microstructure, technical indicator and news
L Wang, K Rasheed - Proceedings on the international …, 2018 - search.proquest.com
Using machine learning techniques to assist financial decision making surged in several
areas in the past decade. Text mining introduces count, tonality and sentiments of financial …
areas in the past decade. Text mining introduces count, tonality and sentiments of financial …
Using a hybrid model to detect earnings management for Polish public companies
M Sylwestrzak - Journal of International Studies, 2022 - ceeol.com
This paper analyses the role of non-financial variables in the detection of earnings
management in Poland. Previous research on earnings management in Poland …
management in Poland. Previous research on earnings management in Poland …
[HTML][HTML] Essays on business analytics and game theory
M Nguyen - 2023 - search.proquest.com
This collection of essays explores several research topics in business analytics and game
theory. The first essay, Chapter 2, applies text mining and machine learning to quantify the …
theory. The first essay, Chapter 2, applies text mining and machine learning to quantify the …