量化前沿速递：机器学习[20240818]

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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Predicting the distributions of stock returns around the globe in the era of big data and learning 预测大数据和学习时代全球股票回报的分布 来源:ARXIV_20240815 [1] Predicting the distributions of stock returns around the globe in the era of big data and learning 标题:预测大数据和学习时代全球股票回报的分布 作者:Jozef Barunik, Martin Hronec, Ondrej Tobek 来源:ARXIV_20240815 Abstract : This paper presents a method for accurately predicting the full distribution of stock returns, given a comprehensive set of 194 stock characteristics and market variables. Such distributions, learned from rich data using a machine learning algorithm, are not constrained by restrictive model assumptions and allow the exploration of non Gau ………………………………