Crossmark

Robust monitoring machine: a machine learning solution for out-of-sample R$$^2$$-hacking in return predictability monitoring

Crossref DOI link: https://doi.org/10.1186/s40854-023-00497-z

Published Online: 2023-07-11

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Yae, James https://orcid.org/0000-0001-7701-699X
Luo, Yang
License Information

Text and Data Mining valid from 2023-07-11

Version of Record valid from 2023-07-11
More Information

Article History

Received: 26 June 2022

Accepted: 18 April 2023

First Online: 11 July 2023

Declarations

:

: The authors declare that they have no competing interests.