Predicting stock returns with financial ratios : a new methodology incorporating machine learning techniques to beat the market
Zeynep İltüzer
Year of publication: |
2023
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Authors: | İltüzer, Zeynep |
Published in: |
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 2164-2257, ZDB-ID 2659021-9. - Vol. 30.2023, 3, p. 619-632
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Subject: | financial ratios | machine learning techniques | Portfolio management | predictions | stock returns | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Betriebliche Kennzahl | Financial ratio | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis |
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