A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Selection

• Wenbo Wu

  Corresponding Author

  Wenbo Wu

  [email protected]

  https://orcid.org/0000-0003-2251-2683

  Department of Management Science and Statistics, The University of Texas at San Antonio, San Antonio, Texas 78249;

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  ,
• Jiaqi Chen

  Jiaqi Chen

  [email protected]

  Twin Tree Capital Management, Dallas, Texas 75225;

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  ,
• Zhibin (Ben) Yang

  Zhibin (Ben) Yang

  [email protected]

  https://orcid.org/0000-0003-1788-0350

  Department of Operations and Business Analytics, University of Oregon, Eugene, Oregon 97403;

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  ,
• Michael L. Tindall

  Michael L. Tindall

  [email protected]

  Supervisory Risk and Surveillance, Federal Reserve Bank of Dallas, Dallas, Texas 75201

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