[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 …

[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 …

[HTML][HTML] Can ensemble machine learning methods predict stock returns for Indian banks using technical indicators?

S Mohapatra, R Mukherjee, A Roy, A Sengupta… - Journal of Risk and …, 2022 - mdpi.com
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 …

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 …

[HTML][HTML] Prevalence and determinants of preterm birth in Tehran, Iran: a comparison between logistic regression and decision tree methods

P Amini, S Maroufizadeh, RO Samani… - Osong public health …, 2017 - ncbi.nlm.nih.gov
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 …

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 …

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 …

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 …

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 …

[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 …