Essays about: "Tomoya Narita"
Found 1 essay containing the words Tomoya Narita.
-
1. Can Machine Be a Good Stock Picker?: Bridging the Gap between Fundamental Data and Machine Learning
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We investigate the efficacy of historical accounting data and consensus forecasts for relative valuation of stocks, employing tree-based machine learning methods. We run an XGBoost model for monthly cross-sections of financial and pricing data of US equities from 1984 to 2021. READ MORE
Result pages:
1