---
title: Predicting Stock Returns with ML
url: https://www.ml-quant.com/papers/repec/eee-dyncon-v-155-y-2023-i-c-s0165188923001318/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165188923001318%3Bh%3Drepec%3Aeee%3Adyncon%3Av%3A155%3Ay%3A2023%3Ai%3Ac%3As0165188923001318
featured: 2023-10-12
citations: unknown
topic: ML & AI Methods
---


# Predicting Stock Returns with ML

The study applies machine learning to predict stock market returns based on company traits, with results varying depending on company size, recent data availability, and market-specific elements.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165188923001318%3Bh%3Drepec%3Aeee%3Adyncon%3Av%3A155%3Ay%3A2023%3Ai%3Ac%3As0165188923001318
- Identifier: RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318
- Released: 2023-10-12
- First featured: Quant Letter No. 20 (2023-10-12): https://www.ml-quant.com/issues/2023-10-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: ML & AI Methods

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