Forecasting Korean stock returns with machine learning
Hohsuk Noh, Hyuna Jang, Cheol-Won Yang
| Year of publication: |
2023
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|---|---|
| Authors: | Noh, Hohsuk ; Jang, Hyuna ; Yang, Cheol-Won |
| Published in: |
Asia-Pacific journal of financial studies. - Hoboken, NJ [u.a.] : Wiley-Blackwell, ISSN 2041-6156, ZDB-ID 2548470-9. - Vol. 52.2023, 2, p. 193-241
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| Subject: | Gradient boosting machine | Machine learning | Neural network | Random forest | Stock returns | Variable importance | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Kapitaleinkommen | Capital income | Südkorea | South Korea |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12419 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014315552