A comparison of CAPM and Fama-French three-factor model under Machine Learning approaching
With the economy experiencing rapid growth in recent years, more individuals have started
venturing into the stock market. Precisely forecasting the rate of return can mitigate …
venturing into the stock market. Precisely forecasting the rate of return can mitigate …
Utilizing LSTM-RNN Algorithm in a Multi-Factor Model for Forecasting Investment Portfolio Returns
Portfolio risk management is a subject of great interest for fund managers and academics
alike. The multi-factor method is instrumental in establishing the linear relationship between …
alike. The multi-factor method is instrumental in establishing the linear relationship between …