SSRNML & AI Methods
Stock Return Prediction with Big Data
A two-stage quantile neural network and spline interpolation method can accurately predict stock returns based on 194 stock characteristics and market variables, performing better than other models.
Featured in No. 61 on 15 Aug 2024 · 1 day after release
- Released
- 14 Aug 2024
- First featured
- No. 61 · 15 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4925722
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).