On the predictability of the equity premium using deep learning techniques
Year of publication: |
2021
|
---|---|
Authors: | Iworiso, Jonathan ; Vrontos, Spyridon |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 1, p. 74-92
|
Subject: | Big data/machine learning | performance measurement | quantitative methods | simulations | statistical methods | Simulation | Statistische Methode | Statistical method | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Performance-Messung | Performance measurement | Statistische Methodenlehre | Statistical theory | Lernen | Learning | Lernprozess | Learning process |
-
Spears, Trent, (2021)
-
Machine learning algorithms to classify future returns using structured and unstructured data
Livnat, Joshua, (2021)
-
Interpretable machine learning for diversified portfolio construction
Jaeger, Markus, (2021)
- More ...
-
On the directional predictability of equity premium using machine learning techniques
Iworiso, Jonathan, (2019)
-
Hedge fund return predictability : to combine forecasts or combine information?
Panopulu, Aikaterinē, (2015)
-
Optimal Bonus-Malus systems using finite mixture models
Tzougas, George, (2014)
- More ...