ResearchBenchmarksMedian-relative Stock Return Prediction on CSI All-Share Index 2018Median-relative Stock Return Prediction on CSI All-Share Index 2018Follow0.568AUCXGBoost0.53960.55380.5680.5822Jun 11, 2026Evaluation resultsMethodMethodLinksAUCL-S Return (%/mo)Standard Deviation (%)Sharpe RatioXGBoostN mo=12N mo=122026.060.5683.092.44.47