Fama-French three versus five, which model is better? : a machine learning approach
Year of publication: |
2023
|
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Authors: | Diallo, Boubacar ; Bagudu, Aliyu ; Zhang, Qi |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 6, p. 1461-1475
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Subject: | asset pricing model | Bayesian optimization | factor model | machine learning | support vector regression | CAPM | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Mustererkennung | Pattern recognition | Modellierung | Scientific modelling | Lernen | Learning | Lernprozess | Learning process |
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