Stock return prediction : stacking a variety of models
Albert Bo Zhao, Tingting Cheng
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhao, Albert Bo ; Cheng, Tingting |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 67.2022, p. 288-317
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| Subject: | Combination forecast | Machine learning | Out-of-sample performance | Stacking | Stock return | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Prognose | Forecast | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2022.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464400