Yifei Shea

Invesco

100 Federal St

28th floor

Boston, MA MA 02110

United States

SCHOLARLY PAPERS

3

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Top 28,018

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2,965

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4

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1

Scholarly Papers (3)

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1.

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

Number of pages: 41 Posted: 27 Mar 2020 Last Revised: 31 Mar 2021
Edward Leung, Harald Lohre, David Mischlich, Yifei Shea and Maximilian Stroh
Invesco, Robeco Quantitative Investments, Invesco, Invesco and Quoniam Asset Management
Downloads 2,557 (8,791)
Citation 5

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Machine Learning, Data Science, Interpretable Machine Learning, Return Prediction, Cross-Section of Stock Returns, Gradient Boosting, Factor Investing

2.

Sustainable Investing Meets Natural Language Processing - a Systematic Framework for Building Customized Theme Portfolios

Risk & Reward, #3/2021, pp. 4-13.
Number of pages: 10 Posted: 27 Aug 2021
Yifei Shea, Margit Steiner and Erhard Radatz
Invesco, Invesco and Invesco
Downloads 263 (186,915)

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Natural Language Processing (NLP), Sustainable Investing, ESG

3.

Searching for Inner Peace with Value Factors

Risk & Reward, 2020, 4th issue, pp. 14-19
Number of pages: 6 Posted: 06 Feb 2021
Yifei Shea and Erhard Radatz
Invesco and Invesco
Downloads 145 (319,939)

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value investing, profitability, mean reversion, valuation, growth