Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction (Q2095906)
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scientific article; zbMATH DE number 7617077
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| English | Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction |
scientific article; zbMATH DE number 7617077 |
Statements
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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