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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
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Takeover prediction using forecast combinations
Rodrigues, Bruno Dore; Stevenson, Maxwell John - In: International journal of forecasting 29 (2013) 4, pp. 628-641
Persistent link: https://www.econbiz.de/10010212456
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Does cash flow predict returns?
Narayan, Paresh Kumar; Westerlund, Joakim - In: International review of financial analysis 35 (2014), pp. 230-236
Persistent link: https://www.econbiz.de/10010530231
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Analysts' forecast dispersion and stock returns : a panel threshold regression analysis based on conditional limited market participation hypothesis
Li, Leon; Chen, Carl R. - In: Finance research letters 18 (2016), pp. 100-107
Persistent link: https://www.econbiz.de/10011656802
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Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N.; Turiel, Jeremy; Westray, Nicholas - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1044-1081
Persistent link: https://www.econbiz.de/10014370626
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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
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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
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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
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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
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Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Tang, Decai; Pan, Zhiwei; Bethel, Brandon J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 723-735
Persistent link: https://www.econbiz.de/10013554949