{"product_id":"using-fundamental-analysis-and-an-ensemble-of-classifier-models-along-with-a-riskoff-filter-to-select-outperforming-companies-9783031620607","title":"Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies","description":"\u003cp\u003e\u003cstrong\u003eFormat\u003c\/strong\u003e: Hardback\u003cbr\u003e\u003cstrong\u003eLength\u003c\/strong\u003e: 71 pages\u003cbr\u003e\u003cstrong\u003ePublication date\u003c\/strong\u003e: 19 June 2024\u003cbr\u003e\u003cstrong\u003ePublisher\u003c\/strong\u003e: Springer International Publishing AG\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eThe risk adjusted performance of the final model, supported by the risk-off filter, achieves a Sharpe ratio of 1.63 which surpasses both the model’s performance without the filter that delivers Sharpe ratio of 1.41 and the one from the S\u0026amp;P500 index of 0.80.\u003c\/p\u003e\u003cp\u003e\u003cbr\u003e\u003cstrong\u003eDimension\u003c\/strong\u003e: 240 x 168 (mm)\u003cbr\u003e\u003cstrong\u003eISBN-13\u003c\/strong\u003e: 9783031620607\u003cbr\u003e \u003cstrong\u003eEdition number\u003c\/strong\u003e: 2025 ed.\u003c\/p\u003e","brand":"Manuel Moura,Rui Neves","offers":[{"title":"Hardback","offer_id":47481681608954,"sku":"9783031620607","price":99.95,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0522\/4297\/2845\/files\/1751669824301_book.jpg?v=1751743994","url":"https:\/\/shulphink.com\/products\/using-fundamental-analysis-and-an-ensemble-of-classifier-models-along-with-a-riskoff-filter-to-select-outperforming-companies-9783031620607","provider":"Shulph Ink","version":"1.0","type":"link"}