Titlebook: Artificial Intelligence for Financial Markets; The Polymodel Approa Thomas Barrau,Raphael Douady Book 2022 The Editor(s) (if applicable) an

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https://doi.org/10.1007/978-3-8349-9782-1stness tests. Through the implementation of the trading strategy, we propose a method to tackle the problem of the aggregation of the predictions of a polymodel, based on the information added by each elementary model.

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Book 2022ing polymodels in very different ways, and a genetic algorithm is describedwhich combines these different predictions into a single portfolio, aiming to optimize the portfolio returns net of transaction costs. Addressed to investors at all levels of experience this book will also be of interest to b

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Polymodel Theory: An Overview, how polymodels are, in several respects, a superior alternative to classical multivariate regressions estimated with OLS, Ridge and Stepwise techniques; we also present the limits of the method. Although it is a regression technique, we clarify how the polymodels framework is closer to artificial intelligence than traditional statistics.

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https://doi.org/10.1007/978-3-030-97319-3AI for finance; Quantitative strategies; Polymodels; Machine learning; Cross section of stock returns; No

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978-3-030-97321-6The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl

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Regel: Jeder Erfolg hat Spielregeln how polymodels are, in several respects, a superior alternative to classical multivariate regressions estimated with OLS, Ridge and Stepwise techniques; we also present the limits of the method. Although it is a regression technique, we clarify how the polymodels framework is closer to artificial intelligence than traditional statistics.