Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction (Q2095906): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s10479-022-04892-0 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10479-022-04892-0 / rank | |||
Normal rank | |||
Latest revision as of 01:08, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction |
scientific article |
Statements
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction (English)
0 references
15 November 2022
0 references
investor attention
0 references
equity premia
0 references
principal component analysis
0 references
partial least square
0 references
random forest
0 references
gradient boosting decision tree
0 references
return predictability
0 references
