All books

Professional

Apps About Coach Log in Start reading

Quantitative Finance · Glossary

What is Membership prediction?

Definition 10.2 Strategies I: Equities and Futures · Chapter 10 — Index Rebalancing

Membership prediction estimates, before the rank day, the probability that each stock will be in the index after the reconstitution, by applying the index’s rules to the stock’s characteristics projected forward.

Read in context →