Zhang, Wendi; Li, Bin; Liew, Alan Wee-Chung; Roca, Eduardo - In: Financial innovation : FIN 9 (2023) 1, pp. 1-33
, prediction, and optimization. Scholars have used it to forecast stock and real estate investment trust (REIT) returns in some … market using GMDH and then compare its accuracy with that derived from the traditional prediction method. Design … GMDH model are controlled to investigate their impact on the accuracy of the machine learning approach. Corresponding …
