pgeertsema/machinevaluation

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Created almost 4 years ago
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pgeertsema/machinevaluation

pgeertsema

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Enterprise Valuations Based on Machine Learned Associations. WARNING: Experimental Research Project in Beta. Do NOT use for investment decisions!

AXIL_paper

peerweights

Python code to represent LightGBM predictions as a linear combination of training data target values (See section A.3 in "Relative Valuation with Machine Learning", Geertsema & Lu (2022))