Price and fundamental features for ML must adjust for corporate act…

Question

Price and fundamental features for ML must adjust for corporate actions because:

Accepted Answer

Unadjusted series create false jumps/leakage-like artifacts that destroy signal integrity. — Unadjusted prices create fake cliffs at splits — adjust or your signal is fiction.

Answer

Splits and spin-offs never affect time series.

Answer

Vendors never provide adjusted data so ignore the issue.

Answer

Only volume needs adjustment.

Price and fundamental features for ML must adjust for corporate actions because:

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