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Using Fundamental Analysis And An Ensemble Of Classifier Models Along With A Risk-Off Filter To Select Outperforming Companies eBook
language: english
Publisher:
Springer Nature Switzerland, June of 2024 ‧
see product details
143,09€
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IMMEDIATE AVAILABILITY
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9783031620614 |
| Publisher: | Springer Nature Switzerland |
| Release Date: | June of 2024 |
| Language: | English |
| Format: | eBook |
| File Format and Compatibility: | |
| Collection: | Synthesis Lectures On Technology Management & Entrepreneurship |
| Categories: |
eBooks in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9783031620614 |
| Acessibilidade: | Ver características de acessibilidade indicadas pelo editor |
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