Page, Daniel; McClelland, David; Auret, Christo - In: Cogent Economics & Finance 12 (2024) 1, pp. 1-15
-based machine learning ('ML') algorithms (advanced predictors), namely Random Forest, XGBoost and LightGBM. Additionally, the study … insignificant. This study considers the application of machine learning ("ML") for style rotation. The results indicate that ML …