David Mischlich

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

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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
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Abstract:

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