Boosting agnostic fundamental analysis : using machine learning to identify mispricing in European stock markets
Matthias X. Hanauer, Marina Kononova, Marc Steffen Rapp
| Year of publication: |
2022
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|---|---|
| Authors: | Hanauer, Matthias ; Kononova, Marina ; Rapp, Marc Steffen |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 48.2022, p. 1-10
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| Subject: | European markets | Fundamental analysis | Gradient boosting | Machine learning | Market efficiency | Random forest | Stock return | Künstliche Intelligenz | Artificial intelligence | Effizienzmarkthypothese | Efficient market hypothesis | Finanzanalyse | Financial analysis | Aktienmarkt | Stock market | Börsenkurs | Share price | EU-Staaten | EU countries | Prognoseverfahren | Forecasting model | Europa | Europe |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102856 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461620