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Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies - Synthesis Lectures on Technology Management & Entrepreneurship Manuel Moura
Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies - Synthesis Lectures on Technology Management & Entrepreneurship
Manuel Moura
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.
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2025. gada 20. jūnijs |
| ISBN13 | 9783031620638 |
| Izdevēji | Springer International Publishing AG |
| Lapas | 71 |
| Izmēri | 150 × 220 × 10 mm · 175 g |
| Valoda | Vācu |