---
title: Enhancing Return Predictability with ML
url: https://www.ml-quant.com/papers/repec/inm-ormnsc-v-68-y-2022-i-10-p-7701-7741/
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:inm:ormnsc:v:68:y:2022:i:10:p:7701-7741
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1287%2Fmnsc.2021.4189%3Bh%3Drepec%3Ainm%3Aormnsc%3Av%3A68%3Ay%3A2022%3Ai%3A10%3Ap%3A7701-7741
featured: 2023-08-17
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fdx.doi.org%2F10.1287%2Fmnsc.2021.4189%3Bh%3Drepec%3Ainm%3Aormnsc%3Av%3A68%3Ay%3A2022%3Ai%3A10%3Ap%3A7701-7741
- Identifier: RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7701-7741
- Released: 2022-06-08
- First featured: Quant Letter No. 12 (2023-08-17): https://www.ml-quant.com/issues/2023-08-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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