Forecasting benchmarks of long-term stock returns via machine learning

DOI10.1007/s10479-019-03338-4zbMath1465.62175OpenAlexW2964315994WikidataQ114227580 ScholiaQ114227580MaRDI QIDQ829145

Michael Scholz, Ioannis Kyriakou, Jens Perch Nielsen, Parastoo Mousavi

Publication date: 5 May 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03338-4

zbMATH Keywords

predictioncross-validationstock returnsbenchmark

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Nonparametric statistical resampling methods (62G09) Learning and adaptive systems in artificial intelligence (68T05)

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