ML Beats Benchmark Models in Stock Beta Estimation
Machine learning models, especially random forests, are more effective than traditional models in predicting market trends and reducing errors, improving market-neutral strategies and minimum variance portfolios.
Featured in No. 14 on 30 Aug 2023 ·
- Released
- 1 Oct 2021
- First featured
- No. 14 · 30 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4551604
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