Francesco Fabozzi, Managing Editor at Journal of Financial Data Science
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Francesco Fabozzi


Managing Editor
Journal of Financial Data Science

Conference Day One: March 17 2020

Tuesday, March 17th, 2020


4:00 PM Factor forecasting and rotation: Comparing Econometric and Machine Learning approaches

- Highlighting the difference between econometric and machine learning approaches in developing factor forecasting and rotation using a high macroeconomic dataset
- Exploring techniques which are key in preventing overfitting 
- Identifying machine learning approaches that outperform on a risk-adjusted basis