Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction (Q2095906): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10479-022-04892-0 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4290182684 / rank | |||
Normal rank | |||
Revision as of 00:28, 20 March 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
