SSRNEconometrics & Forecasting
Loss Function for Investment Strategies
The article introduces a new Mean Absolute Directional Loss function to enhance the efficiency of machine learning models used in financial forecasting.
Featured in No. 16 on 21 Sep 2023 · 2 days after release
- Released
- 19 Sep 2023
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4575978
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