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Forecasting benchmarks of long-term stock returns via machine learning

Year
2019
Secondary
https://storage.googleapis.com/public-quant/integrate/papers/Forecasting%20benchmarks%20of%20long-term%20stock%20returns%20via%20machine%20learning.pdf
Download
https://mega.co.nz/#!POIWHLwI!qrstbi54fxnqJQ02jsGx3aUOHRDZRl27qxyAppL03cM
Abstract
Annals of Operations Research - Forecast combinations are a popular way of reducing the mean squared forecast error when multiple candidate models for a target variable are available. We apply...
Author
Ioannis Kyriakou and Parastoo Mousavi and Jens Perch Nielsen and Michael Scholz
View
https://sci-hub.st/10.1007/s10479-019-03338-4
Journal
https://link.springer.com/article/10.1007/s10479-019-03338-4
Published
2022/08/02
Retrieved
8/3/2022, 4:12:54 AM
DOI
10.1007/s10479-019-03338-4
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