Fund Manager Selection Using Machine Learning

• Research unit: INNOSUISSE
• Project number: 61619.1 IP-SBM

Short description (German)

Fund Manager Selection Using Machine Learning (Innolink: 101.725 IP-SBM)

Short description (English)

Fund Manager Selection Using Machine Learning

Abstract (German)

By applying machine learning algorithms to a large data set of mutual fund-, fund firm- as well as fund manager characteristics, we seek to improve the predictability of future fund performance by differentiating high from low-performing active equity mutual fund managers.