Video: Forecasting Stock Beta with Machine Learning and Equity Sentiment

Dr. Robert Kosowski, Head of Quantitative Research, Unigestion | May 30, 2019

Robert discusses the benefits of using machine learning to forecast equity beta. In addition to common fundamental variables and historical beta he also incorporates equity sentiment data into the set of predictor variables. Watch the highlights below, you can request access to slides and the full video.

Many recent machine learning studies related to equity portfolio management focus on forecasting expected returns despite the relatively small signal to noise ratio in such exercises. Forecasting risk such as stock beta is important in many practical applications.

This session was held at the RavenPack Research Symposium held in London on May 23, 2019 .

By providing your personal information and submitting your details, you acknowledge that you have read, understood, and agreed to our Privacy Statement and you accept our Terms and Conditions. We will handle your personal information in compliance with our Privacy Statement. You can exercise your rights of access, rectification, erasure, restriction of processing, data portability, and objection by emailing us at in accordance with the GDPRs. You also are agreeing to receive occasional updates and communications from RavenPack about resources, events, products, or services that may be of interest to you.

Data Insights

Read More