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Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies
Engelsk
Bogcover for Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies af Rui Neves, Manuel Moura, 9783031620607
Specifikationer
Sprog:
Engelsk
Sider:
71
ISBN-13:
9783031620607
Indbinding:
Hardback
ISBN-10:
3031620607
Udg. Dato:
19 jun 2024
Størrelse i cm:
24,0 x 16,8
Oplagsdato:
19 jun 2024
Forfatter(e):

Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies

Engelsk
Hardback 2024
Format:

Bog beskrivelse
The risk adjusted performance of the final model, supported by the risk-off filter, achieves a Sharpe ratio of 1.63 which surpasses both the model’s performance without the filter that delivers Sharpe ratio of 1.41 and the one from the S&P500 index of 0.80.
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Specifikationer
Sprog:
Engelsk
Sider:
71
ISBN-13:
9783031620607
Indbinding:
Hardback
ISBN-10:
3031620607
Udg. Dato:
19 jun 2024
Størrelse i cm:
24,0 x 16,8
Oplagsdato:
19 jun 2024
Forfatter(e):
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