Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
A comparison of a factor-based investment strategy and machine learning for predicting excess returns on the JSE
This study investigated the application of Machine Learning to portfolio selection by comparing the application of a Factor Based Investment strategy to one using a Support Vector Machine performing a classification task. The Factor Based Strategy uses regression in order to identify factors correla...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Computer Science
2020
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|