Nonparametric prediction of stock returns guided by prior knowledge
Year of publication: |
2012-02
|
---|---|
Authors: | Scholz, Michael ; Nielsen, Jens Perch ; Sperlich, Stefan |
Institutions: | Institut für Volkswirtschaftslehre, Social- und Wirtschaftswissenschaftliche Fakultät |
Subject: | Prediction of Stock Returns | Cross-Validation | Prior Knowledge | Bias Reduction | Dimension Reduction |
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