Thibault Jaisson

Pictet Asset Management

Geneva

Switzerland

SCHOLARLY PAPERS

1

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186

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0

Scholarly Papers (1)

1.

Performance Attribution of Machine Learning Methods for Stock Returns Prediction

Number of pages: 23 Posted: 22 Jan 2022
Stéphane Daul, Thibault Jaisson and Alexandra Nagy
Pictet Asset Management, Pictet Asset Management and Pictet Asset Management
Downloads 186 (335,505)

Abstract:

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Machine Learning, return prediction, Performance attribution, Cross sectional returns, Lasso, Boosted Trees, Neural Networks