---
title: New Momentum Strategy for Equity Prediction
url: https://www.ml-quant.com/papers/repec/wly-jforec-v-44-y-2025-i-2-p-424-435/
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:wly:jforec:v:44:y:2025:i:2:p:424-435
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3200%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A424-435
featured: 2025-02-19
citations: unknown
topic: Asset Pricing & Factors
---


# New Momentum Strategy for Equity Prediction

The new machine learning strategy, N-MDIS, has been introduced to enhance the accuracy of equity premium prediction, outperforming previous methods.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.3200%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A44%3Ay%3A2025%3Ai%3A2%3Ap%3A424-435
- Identifier: RePEc:wly:jforec:v:44:y:2025:i:2:p:424-435
- Released: 2025-02-19
- First featured: Quant Letter No. 85 (2025-02-19): https://www.ml-quant.com/issues/2025-02-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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