A new research paper shows the approach performs significantly better than the random-walk forecasting method.
A recent study, “Picking Winners in Factorland: A Machine Learning Approach to Predicting Factor Returns,” set out to answer a critical question: Can machine learning techniques improve the prediction ...
This study was led by Professor Qi Zhong and Professor Xiuping Yao from the China Meteorological Administration Training Center, and Assistant Engineer Zhicha Zhang from the Zhejiang Meteorological ...
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