Forecasting accuracy of machine learning and linear regression : evidence from the secondary CAT bond market
Tobias Götze, Marc Gürtler, Eileen Witowski
| Year of publication: |
2023
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|---|---|
| Authors: | Götze, Tobias ; Gürtler, Marc ; Witowski, Eileen |
| Published in: |
Journal of business economics : JBE. - Berlin : Springer, ISSN 1861-8928, ZDB-ID 2059561-X. - Vol. 93.2023, 9, p. 1629-1660
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| Subject: | CAT bond secondary market | Forecasting | Linear regression | Machine learning | Transparency | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Rentenmarkt | Bond market | Theorie | Theory | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11573-023-01138-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014422250