Hedge Fund Evaluation with Machine Learning
Bayesian Additive Regression Trees (BART), a Bayesian machine learning method, is more effective in assessing hedge fund performance than traditional models.
Featured in No. 9 on 26 Jul 2023 ·
- Released
- 28 Sep 2022
- First featured
- No. 9 · 26 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4519123
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