RePEcML & AI Methods
Equity Returns Predictability with Machine Learning
Machine learning techniques' predictability of global stock returns decreases over time, but firm-specific characteristics can still be profitable despite transaction costs.
Featured in No. 50 on 22 May 2024 · on release day
- Released
- 22 May 2024
- First featured
- No. 50 · 22 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 18
- Identifier
- RePEc:fau:fauart:v:74:y:2024:i:2:p:142-190
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