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 - 9783031620638 - June 20, 2025
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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

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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     Paperback Book   (Book with soft cover and glued back)
Released June 20, 2025
ISBN13 9783031620638
Publishers Springer International Publishing AG
Pages 71
Dimensions 150 × 220 × 10 mm   ·   175 g
Language German  

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