Quant Letter: November 2023, Week 4
Weekly (24th Edition)
Top Paper Highlight
The Anatomy of Machine Learning-Based Portfolio Performance
This financial economics paper focuses on improving the understanding of how various firm characteristics and machine learning methods contribute to successful stock return forecasts.
Background: The paper addresses a gap in the understanding of financial strategies that use ma…
Keep reading with a 7-day free trial
Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.