Frank Shi

New Jersey Institute of Technology

University Heights

Newark, NJ 07102

United States

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Sector Categorization Using Gradient Boosted Trees Trained on Fundamental Firm Data

Number of pages: 8 Posted: 20 Jun 2019 Last Revised: 03 Dec 2019

Ming Fang, Lilian Kuo, Frank Shi and Stephen Michael Taylor

Martin Tuchman School of Management, New Jersey Institute of Technology, New Jersey Institute of Technology, New Jersey Institute of Technology and Stevens Institute of Technology

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