Kim, Jong-Min; Xia, Leixin; Kim, Iksuk; Lee, Seungjoo; … - In: Journal of risk and financial management : JRFM 13 (2020) 5/93, pp. 1-12
forecasting the return on investment (ROI). We also attempt to compare machine learning methods including the quantile regression … model with movie performance data in terms of in-sample and out of sample forecasting. …
