Yifei Shea

Invesco

100 Federal St

28th floor

Boston, MA MA 02110

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 34,902

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Top 34,902

in Total Papers Downloads

1,796

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

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
Invesco, Invesco, Invesco, Invesco and Quoniam Asset Management
Downloads 1,586 (14,557)
Citation 2

Abstract:

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

2.

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 117 (299,761)

Abstract:

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value investing, profitability, mean reversion, valuation, growth

3.

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 93 (349,629)

Abstract:

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Natural Language Processing (NLP), Sustainable Investing, ESG