This paper documents a significantly negative cross-sectional relation between machine forecast disagreement (MFD) and …

Factorization (NMF) and Least Absolute Shrinkage and Selection Operator (LASSO) with hybrid artificial neutral networks to forecast …

While levels of actual and consensus forecast earnings per share (EPS) vary with scale (measured typically by share … price), magnitudes of the difference do not vary with scale. That is, forecast errors within a certain range (e.g., plus … with scale for forecast dispersion, representing magnitudes of the difference between individual forecasts and the …

As some recent studies have shown empirically, future gold price fluctuations are especially difficult to forecast … prediction techniques leads to better forecasts of gold excess returns. The forecast power of fundamental predictor variables is … not only highly regime-dependent, but also dependent on the selected economic evaluation criterion. Future gold forecast …

This paper investigates the relationships among cross-sectional stock returns and analysts' forecast revisions …, forecast dispersion and momentum. Market rewards the strategy in pursuit of revision up and away from revision down by 22 …-2015 periods. Revision up and revision down betas account for most of the momentum strategy and over half of forecast dispersion …