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A walk-forward multi-factor machine learning investment process.
Published 2025Subjects: “…Investments -- Mathematical models…”
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On estimating the potential impact of meta-labelling
Published 2026Subjects: “…Investments -- Mathematical models…”
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A mathematical approach to financial allocation strategies
Published 2012Subjects: “…Investments -- Mathematical models…”
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The development and empirical evaluation of a saving behaviour structural model
Published 2020Subjects: “…Saving and investment -- Mathematical models…”
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