Forecasting benchmarks of long-term stock returns via machine learning
DOI10.1007/S10479-019-03338-4zbMATH Open1465.62175OpenAlexW2964315994WikidataQ114227580 ScholiaQ114227580MaRDI QIDQ829145FDOQ829145
Authors: Ioannis Kyriakou, P. Mousavi, Jens Perch Nielsen, Michael Scholz 
Publication date: 5 May 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-019-03338-4
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Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes and prediction (62M20)
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Cited In (6)
- Forecasting high-frequency stock returns: a comparison of alternative methods
- Early box office prediction in China's film market based on a stacking fusion model
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- Machine learning techniques for cross-sectional equity returns' prediction
- Statistical methods for decision support systems in finance: how Benford's law predicts financial risk
- Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction
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