RePEcEconometrics & Forecasting
Stock Return Forecasting with Machine Learning
The article uses machine learning to predict stock returns, challenging the efficient market hypothesis due to its strong predictive power. It also shows that machine learning models are effective in out-of-sample performance.
Featured in No. 39 on 6 Mar 2024 · on release day
- Released
- 6 Mar 2024
- First featured
- No. 39 · 6 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 17
- Identifier
- RePEc:eee:jfinec:v:153:y:2024:i:c:s0304405x2400014x
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).