GitHub – Missing Data Handling Code for Machine Learning Portfolios

Creators:
Andrew Y. Chen, Jack McCoy
Publication Date:
2024
Data Category:
Dataset Description:
This GitHub repository contains the code implementation for the study "Missing Values Handling for Machine Learning Portfolios" (Chen & McCoy, 2024, Journal of Financial Economics). It provides replication code for the various missing data handling methods evaluated in the paper, enabling researchers to apply and compare these techniques in their own machine learning portfolio research.
Variables:
Details:

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