Investor personality predicts investment performance? A statistics and machine learning model investigation

作者：

Highlights：

• This study analyzes whether the personality create significant differences in financial performances.

• We use the investor's personality rather than sentiment that is difficult to predict because of its noise.

• We both apply a statistics test and machine learning algorithms.

• The results provide investors insights into future investment strategies.

摘要

•This study analyzes whether the personality create significant differences in financial performances.•We use the investor's personality rather than sentiment that is difficult to predict because of its noise.•We both apply a statistics test and machine learning algorithms.•The results provide investors insights into future investment strategies.

论文关键词：Personality,Investment performance,Machine learning

论文评审过程：Received 2 April 2018, Revised 5 September 2018, Accepted 23 September 2018, Available online 24 September 2018, Version of Record 16 September 2019.

论文官网地址：https://doi.org/10.1016/j.chb.2018.09.027