通过机器学习进行基本面分析

IF 3.4 3区经济学 Q1 BUSINESS, FINANCE Financial Analysts Journal Pub Date : 2024-03-21 DOI:10.1080/0015198x.2024.2313692

Kai Cao, Haifeng You

引用次数: 0

摘要

我们研究了机器学习在基本面分析的一项核心任务--企业盈利预测--中的功效。我们发现，机器学习模型不仅能产生明显更准确的预测结果，而且还能提供更多的信息。

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来源期刊

Financial Analysts Journal BUSINESS, FINANCE-

CiteScore

5.40

自引率

7.10%

发文量

期刊介绍： The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.

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