An on-line machine learning return prediction
Yueliang (Jacques) Lu, Weidong Tian
| Year of publication: |
2023
|
|---|---|
| Authors: | Lu, Yueliang Jacques ; Tian, Weidong |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 79.2023, p. 1-20
|
| Subject: | Information theory | On-line machine learning | Relative return predictability | Universal portfolio | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463241