Uncovering sparsity and heterogeneity in firm-level return predictability using machine learning
Theodoros Evgeniou, Ahmed Guecioueur, Rodolfo Prieto
| Year of publication: |
2023
|
|---|---|
| Authors: | Evgeniou, Theodoros ; Guecioueur, Ahmed ; Prieto, Rodolfo |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 58.2023, 8, p. 3384-3419
|
| Subject: | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109022001028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465424