SMEAL WIKI

The Expected Returns on Machine-Learning Strategies

Vitor Azevedo, Christopher Hoegner, Mihail Velikov
Year2024
VenueSSRN Electronic Journal
Typearticle
Citations3
DOI10.2139/ssrn.4702406
OpenAlexW4391620637

Topics

Financial Markets and Investment StrategiesPredictabilityTrading strategyTransaction costEconometricsAnomaly (physics)