Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction (Q2095906): Difference between revisions

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Latest revision as of 01:08, 17 December 2024

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Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction
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    Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction (English)
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    15 November 2022
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    investor attention
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    equity premia
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    principal component analysis
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    partial least square
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    random forest
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    gradient boosting decision tree
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    return predictability
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