Page 41 - QuantScan-Example.pdf
P. 41

1.0 0.8 0.6 0.4 0.2 0.0
-0.10
1.0 0.8 0.6 0.4 0.2 0.0
-0.10
1.0 0.8 0.6 0.4 0.2 0.0
-0.10
Logistic regression
1.0 0.8 0.6 0.4 0.2 0.0
1.0 0.8 0.6 0.4 0.2 0.0
1.0 0.8 0.6 0.4 0.2 0.0
Decision tree
Professional investors only
 Classifier probability
                   -0.05
Gradient boosted trees
-0.10
-0.05 0.00 0.05 Nearest neighbors
0.00 0.05
                       -0.05
Neural network
0.00 0.05
-0.10
-0.05 0.00 0.05 Random forest
                       -0.05
0.00 0.05
-0.10
-0.05 0.00 0.05
41







































































   39   40   41   42   43