SSRNML & AI Methods
Label alchemy: Target engineering for improved stock selection
Reshaping the prediction target through location, scale and shape transformations raises long-short Sharpe from 0.68 to 1.69, with label choice mattering more than model choice.
Featured in No. 132 on 25 Sep 2026 · 3 days after release
- Released
- 22 Sep 2026
- First featured
- No. 132 · 25 Sep 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 4 of 5
- Identifier
- SSRN 7494298
- Authors
- Tony Guida and Guillaume Coqueret
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).