shokru/mlfactor.github.io

Features_short

Opened this issue · 2 comments

qucqu commented

Dear Guillaume,

In the Chapter 6.4.6 Code and Results, you used features_short in your code, but I cannot find the features_short defination in your book. Which features do you select as the features in features_short?

Many thanks and with best regards,
Mike

shokru commented

Hi Mike,

it's defined in the Data chapter:

features_short <- c("Div_Yld", "Eps", "Mkt_Cap_12M_Usd", "Mom_11M_Usd",
"Ocf", "Pb", "Vol1Y_Usd")

Best,

Guillaume

qucqu commented

Thanks Guillaume!