Similar Search Results

Mechanical earnings forecasts and characteristic-based models for expected stock returns

Meuter, Martin - In: Three essays on the performance of earnings forecasts …, (pp. 38-67). 2018

Persistent link: https://www.econbiz.de/10011887237

Cascading logistic regression onto gradient boosted decision trees to predict stock market changes using technical analysis

Zhou, Feng; Zhang, Qun; Sornette, Didier; Jiang, Liu - 2018

use these models to develop simple trading strategies and assess their performance in terms of their Average Annual Return … are taken into account, the best trading strategy derived from LR2GBDT model still reaches the highest Sharpe Ratio and …

Persistent link: https://www.econbiz.de/10011900252

Forecasting Nigerian stock market returns using ARIMA and artificial neural network models

Isenahd, Godknows M.; Olubusoye, Olusanya E. - In: CBN journal of applied statistics 5 (2014) 2, pp. 25-48

The study reports empirical evidence that artificial neural network based models are applicable to forecasting of stock market returns. The Nigerian stock market logarithmic returns time series was tested for the presence of memory using the Hurst coefficient before the models were trained. The...

Persistent link: https://www.econbiz.de/10011488820