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Using Fundamental Analysis And An Ensemble Of Classifier Models Along With A Risk-Off Filter To Select Outperforming Companies
idioma: inglês
Editor:
Springer International Publishing AG, junho de 2025 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783031620638 |
| Editor: | Springer International Publishing AG |
| Data de Lançamento: | junho de 2025 |
| Idioma: | Inglês |
| Dimensões: | 168 x 240 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 71 |
| Tipo de produto: | Livro |
| Coleção: | Synthesis Lectures On Technology Management & Entrepreneurship |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
|
| EAN: | 9783031620638 |
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