Decision trees unearth return sign predictability in the S&P 500
L. Fiévet and D. Sornette
| Year of publication: |
2018
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|---|---|
| Authors: | Fiévet, Lucas ; Sornette, Didier |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 11, p. 1797-1814
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| Subject: | Autoregressive model | Decision tree | Efficient market hypothesis | Financial bubble | Markov chain | Multiple testing | Effizienzmarkthypothese | Entscheidungsbaum | Theorie | Theory | Markov-Kette | Prognoseverfahren | Forecasting model | Spekulationsblase | Bubbles | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1441535 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012261997