Return prediction : a tree-based conditional sort approach with firm characteristics
Year of publication: |
2024
|
---|---|
Authors: | Wang, Nianling ; Zhang, Mingzhi ; Zhang, Yuan |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104826, p. 1-10
|
Subject: | Firm characteristics | Machine learning | Market prediction | Portfolio allocation | Tree-based conditional sort | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Künstliche Intelligenz | Artificial intelligence |
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