What is it about?

I conducted extensive, two-pronged research into Artificial Intelligence in investment decision-making. On one side, I did a literature review of 27 (mostly high-profile) academic publications where academic researchers used AI to forecast equity markets. On the other side, I analysed the results of the few publically-known funds which utilised AI in their decision-making process. The results were very interesting: academics (all of them) declared very high forecasting ability of their algorithms, while the actual funds fared from very bad to sub-mediocre.

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Why is it important?

The research indicates that Machine Learning algorithms - contrary to academic claims - do not seem to deliver above-market returns.

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This page is a summary of: A review of machine learning experiments in equity investment decision-making: why most published research findings do not live up to their promise in real life, International Journal of Data Science and Analytics, April 2021, Springer Science + Business Media,
DOI: 10.1007/s41060-021-00245-5.
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