Cover -- Title Page -- Copyright -- Contents -- Chapter 1 Do Algorithms Dream About Artificial Alphas? -- 1.1 Introduction -- 1.2 Replication or Reinvention -- 1.3 Reinvention with Machine Learning -- 1.4 A Matter of Trust -- 1.5 Economic Existentialism: A Grand Design or an Accident? -- 1.6...

In this article, we investigate the impact of truncating training data when fitting regression trees. We argue that training times can be curtailed by reducing the training sample without any loss in out-of-sample accuracy as long as the prediction model has been trained on the tails of the...