Yifei Shea

Invesco

100 Federal St

28th floor

Boston, MA MA 02110

United States

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Scholarly Papers (1)

1.

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

Number of pages: 42 Posted: 27 Mar 2020
Invesco, Invesco, Invesco, Invesco and Quoniam Asset Management
Downloads 208 (158,875)

Abstract:

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