Forecasting stock market returns over multiple time horizons (Q4554237)
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scientific article; zbMATH DE number 6976835
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting stock market returns over multiple time horizons |
scientific article; zbMATH DE number 6976835 |
Statements
Forecasting stock market returns over multiple time horizons (English)
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13 November 2018
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stock market dynamics
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return predictability
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price feedback
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market efficiency
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news analytics
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sentiment evolution
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agent-based models
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Ising
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dynamical systems
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synchronization
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self-similar behaviour
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regime transitions
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news-based strategies
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algorithmic trading
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0.7449900507926941
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0.7108640074729919
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0.693702757358551
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0.6921710968017578
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0.6907501816749573
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