Questions tagged [machine]

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5
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1answer
660 views

Rank Correlation Based Prediction

Are there any methods of prediction (machine learning, regression, etc.) which are designed to maximize the rank correlation (spearman correlation, kendall's tau, etc.) of your prediction with your ...
2
votes
1answer
513 views

Use of AI in portfolio optimization [closed]

A new Danish hedge fund has received quite a large amount of attention in the last month or so. They are launching a new investment fund that uses proprietary AI to select stocks to invest in. They ...