Design choices, machine learning, and the cross-section of stock returns
The performance of machine learning models in predicting stock returns is greatly influenced by their design choices, with nonstandard errors in portfolio returns surpassing standard errors by 59%.
Featured in No. 76 on 27 Nov 2024 · 4 days after release · 5 citations today
- Released
- 23 Nov 2024
- First featured
- No. 76 · 27 Nov 2024
- Citations (Semantic Scholar)
- 5
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 12
- Identifier
- SSRN 5031755
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).