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Asset return prediction via machine learning
Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 4, pp. 691-697
Persistent link: https://www.econbiz.de/10012433454
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Modeling heterogeneity in firm-level return predictability with machine learning
Evgeniou, Theodoros; Guecioueur, Ahmed; Prieto, Rodolfo - 2020
Persistent link: https://www.econbiz.de/10012226172
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Deep learning, predictability, and optimal portfolio returns
Babiak, Mykola; Baruník, Jozef - 2020
Persistent link: https://www.econbiz.de/10012542701
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Machine learning algorithms to classify future returns using structured and unstructured data
Livnat, Joshua; Singh, Jyoti - In: The journal of investing : JOI 30 (2021) 3, pp. 62-78
Persistent link: https://www.econbiz.de/10012503379
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An on-line machine learning return prediction
Lu, Yueliang Jacques; Tian, Weidong - In: Pacific-Basin finance journal 79 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014463241
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Machine Learning and Expected Returns
Crego, Julio A.; Soerlie Kvaerner, Jens; Stam, Marc - 2023
Financial data is characterized by a low signal-to-noise ratio making it difficult to identify robust functional forms that map the characteristics of financial securities to expected returns (Lettau and Pelger, 2020). In this paper, we modify the standard prediction problem in empirical asset...
Persistent link: https://www.econbiz.de/10014255803
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Can machine learning help to select portfolios of mutual funds?
DeMiguel, Victor; Gil-Bazo, Javier; Nogales, Francisco J.; … - 2021 - This version: March 24, 2021
Persistent link: https://www.econbiz.de/10012819375
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Can machine learning help to select portfolios of mutual funds?
DeMiguel, Victor; Gil-Bazo, Javier; Nogales, Francisco J.; … - 2021
Persistent link: https://www.econbiz.de/10012822132
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Nvidia's stock returns prediction using machine learning techniques for time series forecasting problem
Chlebus, Marcin; Dyczko, Michał; Woźniak, Michał - In: Central European economic journal 8 (2021) 55, pp. 44-62
Statistical learning models have profoundly changed the rules of trading on the stock exchange. Quantitative analysts … focused on testing the increasingly complex machine learning models on a selected sample of stocks, indexes etc. without a … effective forecasting machine learning model of daily stock returns for a preselected company characterised by a wide portfolio …
Persistent link: https://www.econbiz.de/10012799150
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A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo; Chen, Jiaqi; Yang, Zhibin; Tindall, Michael L. - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639