A possible approach to enhancing popular Japan equity market strategieswith an emphasis on machine learning solutions
2018 年 2018 巻 FIN-020 号 p. 24-
詳細
2018 年 2018 巻 FIN-020 号 p. 24-
We analyze the impact of advanced machine learning methods on the performance and risk characteristics of popular Japan equity strategies over the last 10 years. We then propose a possible approach to enhancing each strategy through advanced risk control and we analyze the results.
