Sector categorization using gradient boosted trees trained on fundamental firm data

DOI10.3233/AF-200308MaRDI QIDQ5156839zbMATH OpenOpenAlexFDO

Authors

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 ratiosfundamental dataGICS sectorgradient boosted trees

Mathematics Subject Classification ID

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

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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
• scientific article; zbMATH DE number 193125 (Why is no real title available?)
• scientific article; zbMATH DE number 1550531 (Why is no real title available?)

Cited in

(1)

• Data-driven methods for equity similarity prediction

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