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SSRNML & AI Methods

Machine Learning Alpha in Stock Return Predictions

Machine learning models can predict stock returns effectively when trained on longer prediction periods and paired with efficient portfolio rules.

Featured in No. 8 on 19 Jul 2023 · 31 days after release

Released
18 Jun 2023
First featured
No. 8 · 19 Jul 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4514890

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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