Email info@neudata.co
Request a trial

New machine learning method to select fundamental factors

Helena Yu, Head of Asia Research (Shanghai/Taipei)

Neudata Literature Review
Post feature

We summarize a 2020 academic paper that proposes a new ML-based selection method that claims to evaluate the contribution of factors to asset pricing in a superior manner than Fama-French 3- and 5-factor models.

LITERATURE

This Literature Review discusses the June 2020 research paper from the Journal of Finance, titled

Request a Neudata trial

We'd like to know a bit more about you and your business, so we can deal with your request efficiently.
We take your privacy seriously and handle your personal data in line with our privacy statement.

We use your email address as part of allowing you access to your account and in order to provide you details with our products that might be of interest to you

Already got an account? Sign in now