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Predicting early data revisions to U.S. GDP and the effects of releases on equity markets

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406

Persistent link: https://www.econbiz.de/10011705949

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

Neural model identification, variable selection and model adequacy

Refenes, Apostolos-Paul; Zapranis, Achilleas - In: Journal of forecasting 18 (1999) 5, pp. 299-332

Persistent link: https://www.econbiz.de/10001433936

Topological tail dependence : evidence from forecasting realized volatility

Souto, Hugo Gobato - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-26

(RV) models to improve their forecast performance during turbulent periods. The results of the empirical experimentation … indicate that the employment of PH information allows nonlinear and neural network models to better forecast RV during a …

Persistent link: https://www.econbiz.de/10014514075

Forecasting stock market realized volatility using random forest and artificial neural network in South Africa

Diane, Lamine; Brijlal, Pradeep - In: International journal of economics and financial issues … 14 (2024) 2, pp. 5-14

Persistent link: https://www.econbiz.de/10014581568

255 Shades of Grey : Using Grey-Scaled Images and Convolutional Neural Nets to Forecast Tomorrow's Stock Returns

Heil, Thomas; Marthiensen, Nils; Peter, Franziska J. - 2022

Predicting stock returns has been a never ending endeavour of both, practitioners and academics. Accurate forecasts are crucial for investment decisions and performances as well as for analysing market microstructures. This paper offers an innovative approach towards forecasting based on Neural...

Persistent link: https://www.econbiz.de/10014236213