Forecasting accuracy of machine learning and linear regression : evidence from the secondary CAT bond market
Year of publication: |
2023
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Authors: | Götze, Tobias ; Gürtler, Marc ; Witowski, Eileen |
Published in: |
Journal of business economics : JBE. - Berlin : Springer, ISSN 1861-8928, ZDB-ID 2059561-X. - Vol. 93.2023, 9, p. 1629-1660
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Subject: | CAT bond secondary market | Forecasting | Linear regression | Machine learning | Transparency | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Finanzanalyse | Financial analysis | Anleihe | Bond |
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