Machine learning and the cross-section of emerging market stock returns
Year of publication: |
2023
|
---|---|
Authors: | Hanauer, Matthias Xaver ; Kalsbach, Tobias |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 55.2023, p. 1-38
|
Subject: | Cross-section of stock returns | Emerging markets | Gradient boosting | Machine learning | Neural networks | Random forest | Return prediction | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Neuronale Netze | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | CAPM |
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