The predictability of cross-sectional returns in high frequency
Year of publication: |
2022
|
---|---|
Authors: | Wang, Yifan |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 20.2022, 1, p. 105-126
|
Subject: | Machine learning | Forecasting returns | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Künstliche Intelligenz | Artificial intelligence | Prognose | Forecast | Finanzanalyse | Financial analysis | CAPM |
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