Listening to Chaotic Whispers

本文用连续的上下文内容、多样化信息、高效学习建立了机器学习模型预测股票未来走势

Listening to Chaotic Whispers
【VERDAD】2302W1合集

随着欧洲经济企稳, values spread 的均值回复可能正在开始

【VERDAD】2302W1合集
【VERDAD】预测债券评级上下调

How We Built Models to Predict Rating Changes in the Bond Market

【VERDAD】预测债券评级上下调
【VERDAD】| Making Sense of the machine Learning Arms Race

【VERDAD】| Making Sense of the machine Learning Arms Race
【VERDAD】A Macro View of Factors | The Sages of Wall Street

息差和因子 | 分析师预测

【VERDAD】A Macro View of Factors | The Sages of Wall Street
【alphaarchitect】12/17搬运

【alphaarchitect】12/17搬运
How Did Momentum Investing Perform After the Previous Two Valuation Peaks?

Value Spread；动量策略

How Did Momentum Investing Perform After the Previous Two Valuation Peaks?
【ML Tips】长文本处理方法

【ML Tips】长文本处理方法
Beyond Fama-French Factors: Alpha from Short-Term Signals

通过更有效的交易方法可以从短期信号中获得经济上和统计上高度显著的净alpha。

Beyond Fama-French Factors: Alpha from Short-Term Signals
Momentum-Managed Equity Factors

动量因子；

Momentum-Managed Equity Factors
X-Class: Text Classification with Extremely Weak Supervision

X-Class: Text Classification with Extremely Weak Supervision
Relative Sentiment and Machine Learning for Tactical Asset Allocation

对于相对情绪因子，使用机器学习模型后能够提取更多的预测信息..

Relative Sentiment and Machine Learning for Tactical Asset Allocation