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Fund Manager Selection Using Machine Learning
Titre du projet
Fund Manager Selection Using Machine Learning
Description
By applying machine learning algorithms to a large data set of mutual fund-, fund firm- as well as fund manager characteristics, we seek to improve the predictability of future fund performance by differentiating high from low-performing active equity mutual fund managers.
Statut
Ongoing
Chercheurs
Fausch, Jürg
Frigg, Moreno
Identifiant interne
50421
identifiant