Machine learning vs. economic restrictions : evidence from stock return predictability
Year of publication: |
2023
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Authors: | Avramov, Doron ; Cheng, Si ; Metzker, Lior |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 5, p. 2587-2619
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Subject: | financial distress | Fintech | machine learning | neural networks | return prediction | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Kapitaleinkommen | Capital income | Künstliche Intelligenz | Artificial intelligence | Insolvenz | Insolvency | Lernprozess | Learning process | Finanztechnologie | Financial technology |
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