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Real-Time Stock Market Forecasting using Ensemble Deep Learning and Rainbow DQN

Shah, Raj - 2020

After years of study by researchers and finance experts on stock market prediction, there is no definite method that seems to predict stock price both accurately and is long- lasting at the same time. This is due to the uncertain behavior of stock movement and numerous parameters that take part...

Persistent link: https://www.econbiz.de/10012835689

Forecasting Stock Market Recessions in the US : Predictive Modeling using Different Identification Approaches

Haase, Felix - 2020

Stock market recessions are often early warning signals for financial or economic crises. Hence, forecasting bear markets is important for investors, policymakers, and economic agents in general. In our two-step procedure, we first identify stock market regimes in the US using three different...

Persistent link: https://www.econbiz.de/10012838974

Can Warren Buffett Forecast Equity Market Corrections?

Lleo, Sebastien - 2017

Warren Buffett suggested that the ratio of the market value of all publicly traded stocks to the Gross National Product could identify potential overvaluations and undervaluations in the US equity market. We investigate whether this ratio is a statistically significant predictor of equity market...

Persistent link: https://www.econbiz.de/10012971424

Forecasting Stock Market Returns Over Multiple Time Horizons

Kroujiline, Dimitri - 2016

In this paper we seek to demonstrate the predictability of stock market returns and explain the nature of this return predictability. To this end, we introduce investors with different investment horizons into the news-driven, analytic, agent-based market model developed in Gusev et al. (2015)....

Persistent link: https://www.econbiz.de/10013003954

Does the Stock Market Ignore Information Contained in the Tails of the Analyst Forecast Distribution?

Mukherjee, Abhiroop - 2016

This paper focuses on the investment value of information contained in the tails of the analyst forecast distribution …

Persistent link: https://www.econbiz.de/10013008332

Stock Market Predictability and Industrial Metal Returns

Jacobsen, Ben - 2016

Price movements in industrial metals such as copper and aluminum predict stock returns. Increasing industrial metal prices are good news for equity markets in recessions and bad news in expansions. A one standard deviation increase in industrial metal returns predicts a price drop of one and a...

Persistent link: https://www.econbiz.de/10013008825

Analysts' forecast dispersion and stock market anomalies : The role of forecast bias

Liu, Tingting - 2020

We show that understanding the role of analysts' forecast bias is central to discovering the behavior that causes some … stocks to have high analyst forecast dispersion. This finding is important because stocks with high analyst forecast … dispersion contribute significantly to many important anomalies. We first explain how forecast bias produces significant negative …

Persistent link: https://www.econbiz.de/10012853676

Which Variables Predict and Forecast Stock Market Returns?

McMillan, David G. - 2016

range of forecast performance measures and consider single model and combined forecasts. The results show that, with one …

Persistent link: https://www.econbiz.de/10012987935

Impacts of asymmetry on forecasting realized volatility in Japanese stock markets

Maki, Daiki; Ota, Yasushi - In: Economic modelling 101 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012796559

Sticky stock market analysts

Filiz, Ibrahim; Judek, Jan René; Lorenz, Marco; … - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-27

future. In addition, we draw on some contemporary measures of forecast quality (prediction-realization diagram, test of …

Persistent link: https://www.econbiz.de/10012799168