Forecasting benchmarks of long-term stock returns via machine learning
type: Item
instance of: scholarly article
title: Forecasting benchmarks of long-term stock returns via machine learning
zbMATH Open document ID: 1465.62175
author: Ioannis Kyriakou
author: P. Mousavi
author: Jens Perch Nielsen
author: Michael Scholz
published in: Annals of Operations Research
publication date: 2021-05-05T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 68T05
zbMATH DE Number: 7344527
zbMATH Keywords: benchmark
zbMATH Keywords: cross-validation
zbMATH Keywords: prediction
zbMATH Keywords: stock returns
MaRDI profile type: Publication
full work available at URL: s10479-019-03338-4
OpenAlex ID: W2964315994
Wikidata QID: Q114227580
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DOI: 10.1007/S10479-019-03338-4
description: scientific article; zbMATH DE number 7344527