---
title: Hedge Fund Evaluation with Machine Learning
url: https://www.ml-quant.com/papers/ssrn/4519123/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4519123
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4519123
featured: 2023-07-26
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4519123
- Identifier: SSRN 4519123
- Released: 2022-09-28
- First featured: Quant Letter No. 9 (2023-07-26): https://www.ml-quant.com/issues/2023-07-26/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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