Yimou Li

State Street Associates

Assistant Vice President

140 Mt. Auburn St

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

3

DOWNLOADS

787

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Investable and Interpretable Machine Learning for Equities

Number of pages: 37 Posted: 23 Dec 2020 Last Revised: 05 Feb 2021
State Street Associates, State Street Associates and State Street Associates
Downloads 418 (89,900)

Abstract:

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Machine learning, Stocks, Equity, Factors, Neural network, Boosted machine, Random forest

2.

Mapping Momentum

Number of pages: 25 Posted: 12 Jul 2021 Last Revised: 11 Sep 2021
Yimou Li and David Turkington
State Street Associates and State Street Associates
Downloads 369 (104,090)

Abstract:

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Equity Investing, stock momentum, factor momentum, industry momentum, panel regression

3.

Beyond the Black Box: An Intuitive Approach to Investment Prediction with Machine Learning

Posted: 05 Nov 2019
State Street Associates, State Street Associates and affiliation not provided to SSRN

Abstract:

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Interpretable Machine Learning, Foreign Exchange, Investment, Prediction, Neural Network, Random Forest, Gradient Boosting Machine