Machine Learning Anomalies
Research indicates that return volatility and liquidity volatility, rather than momentum variables, are crucial for machine learning portfolio performance, with fundamental variables also being important.
Featured in No. 68 on 3 Oct 2024 · 2 days after release
- Released
- 1 Oct 2024
- First featured
- No. 68 · 3 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4972254
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