pierovic94 / TACTICAL-ASSET-ALLOCATION-AND-MACHINE-LEARNINGView external linksLinks
This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmark. We use three distinct and diverse data sets to implement the model which tries to forecast the next month’s a selected equity index price. The algorithm used to accomplish this task is Elastic Net. Once the …
☆15Dec 3, 2020Updated 5 years ago
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