Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource, 1 online resource.
Language
Englisch

Bibliographic citation
Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring ; volume:9 ; number:1 ; day:11 ; month:7 ; year:2023 ; pages:1-28 ; date:12.2023
Financial innovation ; 9, Heft 1 (11.7.2023), 1-28, 12.2023

Classification
Wirtschaft

Creator
Yae, James
Luo, Yang
Contributor
SpringerLink (Online service)

DOI
10.1186/s40854-023-00497-z
URN
urn:nbn:de:101:1-2023090713330305231025
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:58 AM CEST

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Associated

  • Yae, James
  • Luo, Yang
  • SpringerLink (Online service)

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