Decision trees unearth return sign predictability in the S&P 500 (Q4619522)
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scientific article; zbMATH DE number 7013644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decision trees unearth return sign predictability in the S&P 500 |
scientific article; zbMATH DE number 7013644 |
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Decision trees unearth return sign predictability in the S&P 500 (English)
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6 February 2019
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decision tree
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Markov chain
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efficient market hypothesis
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multiple testing
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autoregressive model
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financial bubble
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