大多数机器学习基金失败的10个原因

The 10 Reasons Most Machine Learning Funds Fail

The Journal of Portfolio Management · 2018
被引 45 · 同刊同年前 6%
ABS 3

中文导读

基于作者经验,总结了量化金融中机器学习应用失败的10个关键错误,帮助投资者和从业者理解高失败率背后的原因。

Abstract

The rate of failure in quantitative finance is high, particularly in financial machine learning applications. The few managers who succeed amass a large amount of assets and deliver consistently exceptional performance to their investors. However, that is a rare outcome, for reasons that the author explains in this article. In the author9s experience, 10 critical mistakes underlie those failures. <b>TOPIC:</b>Big data/machine learning

量化金融机器学习大数据投资管理