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Using Fundamental Analysis Ensemble by Moura Manuel (17 results)
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Condition: New. 2025th edition NO-PA16APR2015-KAP.
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Condition: As New. Unread book in perfect condition.
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Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies (Hardcover)
Language: English
Published by Springer International Publishing AG, Cham, 2024
ISBN 10: 3031620607 ISBN 13: 9783031620607
Hardcover. Condition: new. Hardcover. This book develops a quantitative stock market investment methodology using financial indicators that beats the benchmark of S&P500 index. To achieve this goal, an ensemble of machine learning models is meticulously constructed, incorporating four distinct algorithms: support vector machine, k-nearest neighbors, random forest, and logistic regression. These models all make use of financial ratios extracted from company financial statements for the purposes of predictive forecasting. The ensemble classifier is subject to a strict testing of precision which compares it to the performance of its constituent models separately. Rolling window and cross-validation tests are used in this evaluation in order to provide a comprehensive assessment framework. A risk-off filter is developed to limit risk during uncertain market periods, and consequently to improve the Sharpe ratio of the model. 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 models performance without the filter that delivers Sharpe ratio of 1.41 and the one from the S&P500 index of 0.80. The substantial increase in risk-adjusted returns is accomplished by reducing the models volatility from an annual standard of deviation of 15.75% to 11.22%, which represents an almost 30% decrease in volatility. 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 models performance without the filter that delivers Sharpe ratio of 1.41 and the one from the S&P500 index of 0.80. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies
Language: English
Published by Springer, Springer Nature Switzerland, 2025
ISBN 10: 3031620631 ISBN 13: 9783031620638
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering.
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Using Fundamental Analysis and an Ensemble of Classifier Models Along With a Risk-off Filter to Select Outperforming Companies
Language: English
Published by Springer-Nature New York Inc, 2024
ISBN 10: 3031620607 ISBN 13: 9783031620607
Hardcover. Condition: Brand New. 82 pages. 9.44x6.61x9.69 inches. In Stock.
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Condition: new. Questo è un articolo print on demand.
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Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies
Language: English
Published by Springer, Springer Nature Switzerland Jun 2025, 2025
ISBN 10: 3031620631 ISBN 13: 9783031620638
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 84 pp. Englisch.
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Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies
Language: English
Published by Springer, Berlin|Springer Nature Switzerland|Springer, 2024
ISBN 10: 3031620607 ISBN 13: 9783031620607
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book develops a quantitative stock market investment methodology using financial indicators that beats the benchmark of S&P500 index. To achieve this goal, an ensemble of machine learning models is meticulously constructed, incorporating four distin.
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Buch. Condition: Neu. Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies | Manuel Moura (u. a.) | Buch | xi | Englisch | 2024 | Springer | EAN 9783031620607 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
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Taschenbuch. Condition: Neu. Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies | Manuel Moura (u. a.) | Taschenbuch | xi | Englisch | 2025 | Springer | EAN 9783031620638 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
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Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies
Language: English
Published by Springer, Springer Nature Switzerland Jun 2025, 2025
ISBN 10: 3031620631 ISBN 13: 9783031620638
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 84 pp. Englisch.
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