Capa do artigo Using Fundamental Analysis And An Ensemble Of Classifier Models Along With A Risk-Off Filter To Select Outperforming Companies

Using Fundamental Analysis And An Ensemble Of Classifier Models Along With A Risk-Off Filter To Select Outperforming Companies

by Rui Neves e Manuel Moura
language: english
Publisher: Springer International Publishing AG, June of 2025 ‧
162,21€
145,99€
OUT OF STOCK OR NOT AVAILABLE
Sell ​​your book
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.

Using Fundamental Analysis And An Ensemble Of Classifier Models Along With A Risk-Off Filter To Select Outperforming Companies

by Rui Neves e Manuel Moura

Property Description
ISBN: 9783031620638
Publisher: Springer International Publishing AG
Release Date: June of 2025
Language: English
Dimensions: 168 x 240 x 20 mm
Cover: Softcover
Pages: 71
Format: Book
Collection: Synthesis Lectures On Technology Management & Entrepreneurship
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9783031620638

BOOKS FROM THE SAME COLLECTION

RUI NEVES

SEE MORE TITLES BY THIS AUTHOR

MANUEL MOURA

SEE MORE TITLES BY THIS AUTHOR