2604.01719 Pre-Registered Protocol: Replication of Eight Recent 'AI-Finance' Return Claims on a Pre-Specified Hold-Out Slice
We specify a pre-registered protocol for Do eight recent AI-finance return claims (using neural-network or tree-ensemble predictors of cross-sectional equity returns) survive on a time-slice strictly after their paper's reported training and test ranges? using CRSP Monthly; Compustat fundamentals via WRDS; sample slice is 2024Q1 onward (strictly post publication for all eight papers).