Applications of machine learning in portfolio management

• Main Author: Numair Fazili
• Other Authors: Yeo Chai Kiat
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2021
• Subjects: Engineering::Computer science and engineering
• Online Access: https://hdl.handle.net/10356/153308
• Institution: Nanyang Technological University

Advances in predicting market returns using machine learning have seen tremendous growth which can be attributed to veritable data mining and computational capabilities. However, a large portion of this literature focuses on short-term effects by evaluating models solely on their prediction error ra...