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Conditional variance forecasts for long-term stock returns
Mammen, Enno; Nielsen, Jens Perch; Scholz, Michael; … - In: Risks : open access journal 7 (2019) 4/113, pp. 1-22
In this paper, we apply machine learning to forecast the conditional variance of long-term stock returns measured in …
Persistent link: https://www.econbiz.de/10012127861
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The predictability of Ghana stock returns : implications of fundamental information analysis
Boadi, Isaac - In: International journal of business and globalisation : IJBG 20 (2018) 1, pp. 50-70
Persistent link: https://www.econbiz.de/10011929541
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Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix; Neuenkirch, Matthias - 2021 - This Version: January 8, 2021
-switching models, and forecast combination to predict the dynamics in the S&P 500. First, we aggregate the weekly information of 115 …
Persistent link: https://www.econbiz.de/10012180543
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Conditional variance forecasts for long-term stock returns : a preprint
Mammen, Enno; Nielsen, Jens Perch; Scholz, Michael; … - 2019
Persistent link: https://www.econbiz.de/10012138047
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A new attention-based LSTM model for closing stock price prediction
Lin, Yuyang; Huang, Qi; Zhong, Qiyin; Li, Muyang; Li, Yan; … - In: International journal of financial engineering 9 (2022) 3, pp. 2250014-1-2250014-17
Persistent link: https://www.econbiz.de/10013367610
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Essays on stock price behaviour in Sweden
Frennberg, Per - 1994
Persistent link: https://www.econbiz.de/10013335181
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Forecasting high-frequency stock returns : a comparison of alternative methods
Akyildirim, Erdinc; Bariviera, Aurelio Fernández; … - In: Risk management decisions and value under uncertainty, (pp. 639-690). 2022
Persistent link: https://www.econbiz.de/10013341974
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Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
Lopez-Lira, Alejandro; Tang, Yuehua - 2023
that more basic models such as GPT-1, GPT-2, and BERT cannot accurately forecast returns, indicating return predictability …
Persistent link: https://www.econbiz.de/10014351271
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Predictability of Bitcoin returns
Cheah, Eng-Tuck; Luo, Di; Zhang, Zhuang; Sung, Ming-chien - In: The European journal of finance 28 (2022) 1, pp. 66-85
Persistent link: https://www.econbiz.de/10013373232
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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-325
Persistent link: https://www.econbiz.de/10009674398