From fundamental signals to stock volatility : a machine learning approach
Year of publication: |
2024
|
---|---|
Authors: | Liao, Cunfei ; Ma, Tian |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 84.2024, Art.-No. 102283, p. 1-17
|
Subject: | Chinese stock market | Fundamental risk signal | Machine learning | Stock volatility | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Signalling | China | Lernprozess | Learning process |
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