ML and Expected Returns: Predictive Power
Predictive Power: Machine learning models using option-based estimators are more effective than traditional models in predicting stock returns, especially for stocks with liquid options.
Featured in No. 36 on 7 Feb 2024 ·
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- 2 Feb 2023
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- No. 36 · 7 Feb 2024
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- SSRN 4713982
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