research
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06/08/2023
Maximally Machine-Learnable Portfolios
When it comes to stock returns, any form of predictability can bolster r...
research
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06/21/2022
Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models
We use "glide charts" (plots of sequences of root mean squared forecast ...
research
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03/08/2022