Manuel Moura Forfatter

Visning: Type : Alle | Sprog : Alle | Format : Alle

• 

  PRIS

  268,- kr

  FRAGT FRA 39,-

  Levering: Skaffevare (forvent 14 - 30 hverdage)

  Bemærk: Kan ikke leveres før jul.

  Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies (Bog, Hardback, Engelsk)

  Af: Manuel Moura

  The risk adjusted performance of the final model, supported by the risk-off filter, achieves a Sharpe ratio of 1.63 which surpasses both the model’s performance without the filter that delivers Sharpe ratio of 1.41 and the one from the S&P500 index of 0.80.

  PRIS

  268,- kr

  FRAGT FRA 39,-

  Levering: Skaffevare (forvent 14 - 30 hverdage)

  Læg i kurv