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SSRNPortfolio & Allocation

Machine Learning Mutual Fund Flows

Nonlinear machine learning models are more effective than linear models in predicting future fund flows, with past flows and the Morningstar rating as key predictors.

Featured in No. 47 on 1 May 2024 · 1 day after release · 1 citation today

Released
30 Apr 2024
First featured
No. 47 · 1 May 2024
Citations (Semantic Scholar)
1
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4812038

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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