Equity Premium Forecasting
Machine learning methods, despite their strong forecasting abilities, often underperform in predicting the equity premium due to small datasets and low signal-to-noise ratios.
Featured in No. 78 on 12 Dec 2024 · on release day
- Released
- 12 Dec 2024
- First featured
- No. 78 · 12 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
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- Identifier
- RePEc:taf:quantf:v:24:y:2024:i:10:p:1445-1461
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).