Can NN-algorithms and macroeconomic data improve OLS industry returns forecasts?*
Year of publication: |
2003
|
---|---|
Authors: | Pedersen, Christian ; Satchell, Stephen |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 9.2003, 3, p. 273-289
|
Publisher: |
Taylor & Francis Journals |
Subject: | nearest neighbour algorithm | OLS industry returns | forecasting |
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