Sector categorization using gradient boosted trees trained on fundamental firm data

DOI10.3233/AF-200308zbMath1471.91536OpenAlexW2993439428MaRDI QIDQ5156839

No author found.

Publication date: 12 October 2021

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/af-200308

zbMATH Keywords

financial ratiosgradient boosted treesfundamental dataGICS sector

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Cites Work

• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• Common risk factors in the returns on stocks and bonds
• Unnamed Item
• Unnamed Item

This page was built for publication: Sector categorization using gradient boosted trees trained on fundamental firm data