Forecasting high-frequency excess stock returns via data analytics and machine learning
Erdinc Akyildirim, Duc Khuong Nguyen, Ahmet Sensoy, Mario Šikić
| Year of publication: |
2023
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|---|---|
| Authors: | Akyildirim, Erdinc ; Nguyen, Duc Khuong ; Sensoy, Ahmet ; Ṥikić, Mario |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 29.2023, 1, p. 22-75
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| Subject: | big data | data analytics | efficient market hypothesis | forecasting | machine learning | Künstliche Intelligenz | Artificial intelligence | Big Data | Big data | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Data Analytics | Data analytics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/eufm.12345 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253881