Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies - Synthesis Lectures on Technology Management & Entrepreneurship - Manuel Moura - Books - Springer International Publishing AG - 9783031620607 - June 19, 2024
In case cover and title do not match, the title is correct

Manuel Moura
Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies - Synthesis Lectures on Technology Management & Entrepreneurship 2025 edition

Price
$ 145.49
excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping Jul 29 - Aug 4
Get notified about new Manuel Moura releases

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Not rated yet

Also available as:

The risk adjusted performance of the final model, supported by the risk-off filter, achieves a Sharpe ratio of 1.63 which surpasses both the model’s performance without the filter that delivers Sharpe ratio of 1.41 and the one from the S&P500 index of 0.80.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 19, 2024
ISBN13 9783031620607
Publishers Springer International Publishing AG
Pages 71
Dimensions 150 × 220 × 20 mm   ·   350 g
Language German  

More from the same publisher

See all of Manuel Moura ( e.g. Hardcover Book and Paperback Book )