SSRNML & AI Methods
Do Machine Learning Models Need to Be Sector Experts?
A Hybrid model incorporating industry membership outperforms other machine learning models in predicting industry-level returns, offering higher Sharpe ratios and lower risk.
Featured in No. 94 on 23 Apr 2025 · 2 days after release · 2 citations today
- Released
- 21 Apr 2025
- First featured
- No. 94 · 23 Apr 2025
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5224253
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).