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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

Author

Jing Liu

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Open access Sep 2026

Out-of-Sample Evaluation of Machine Learning for Macro-Factor-Based ETF Allocation

The research shows that the allocation value of low-frequency macro and market characteristics is limited, and strict out-of-sample testing and asset exposure control help to identify the applicable boundaries of machine learning strategies.

Jing Liu · 0 citations

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