Machine Learning in Asset Pricing
The paper investigates the use of machine learning for predicting U.S. stock returns, concluding that all predictors are powerful and ensemble methods are the most effective.
Featured in No. 91 on 2 Apr 2025 ·
- Released
- 31 May 2019
- First featured
- No. 91 · 2 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5199395
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).