Do the FAMA and FRENCH five-factor model forecast well using ANN?
Year of publication: |
2019
|
---|---|
Authors: | Jan, Muhammad Naveed ; Ayub, Usman |
Published in: |
Journal of business economics and management. - Vilnius : VTGU Publ. House "Technika", ISSN 2029-4433, ZDB-ID 2400520-4. - Vol. 20.2019, 1, p. 168-191
|
Subject: | artificial neural networks | forecasting | Fama and French 5 Factors CAPM | asset pricing models | stock markets | CAPM | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Neuronale Netze | Neural networks | Kapitaleinkommen | Capital income | Frankreich | France |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3846/jbem.2019.8250 [DOI] |
Classification: | c18 ; C45 - Neural Networks and Related Topics ; C63 - Computational Techniques ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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