Enhancing Return Predictability with ML
A new prediction model using machine learning can enhance stock return predictability by reclassifying stocks based on predicted financial performance.
Featured in No. 12 on 17 Aug 2023 ·
- Released
- 8 Jun 2022
- First featured
- No. 12 · 17 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 19
- Identifier
- RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7701-7741
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).