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YannickKae
Financial-Market-Regime-Classification YannickKae
2
25
cc0-1.0
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Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation
value finance momentum time-series random-forest classification asset-allocation factor-investing logistic-regression regime-classification multi-layer-perceptron support-vector-machine
Created 2023-04-30
120 commits to main branch, last one 6 months ago