S&P 500 stock selection using machine learning classifiers : a look into the changing role of factors
Antonio Caparrini, Javier Arroyo, Jordi Escayola Mansilla
| Year of publication: |
2024
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|---|---|
| Authors: | Caparrini, Antonio ; Arroyo, Javier ; Escayola Mansilla, Jordi |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 70.2024, 1, Art.-No. 102336, p. 1-12
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| Subject: | Backtesting | Explainability | Factor investing | Machine learning | Stock selection | XGBoost | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102336 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015055318