Abstract:Recent criticisms suggest that Machine Learning-based approaches only suit predicting very short-term price movements. Tony Guida and Guillaume Coqueret apply well-known ML algorithms to systematic equity investment, presenting a methodology which shows a critical stage of feature and label engineering, a step that helps uncover hidden structures in the equity market space. Only then, the authors argue, can a modern quantitative approach make accurate long-term predictions.
Machine Learning 26wilmott magazine
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.