Fausch, Jürg; Frigg, Moreno; Ruenzi, Stefan; Weigert, … - 2026 - This draft: May 03, 2025
We present improved out-of-sample predictability of future fund flows using state-of-the-art machine learning methods …. Nonlinear machine learning models significantly outperform linear models in terms of out-of-sample R-squared. Using … impact on future flows. Furthermore, our results demonstrate that machine learning-based fund flow predictions can be used to …