Improving earnings predictions and abnormal returns with machine learning
Joshua O.S. Hunt, James N. Myers, Linda A. Myers
| Year of publication: |
2022
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| Authors: | Hunt, Joshua O. S. ; Myers, James N. ; Myers, Linda A. |
| Published in: |
Accounting horizons : a quarterly publication of the American Accounting Association. - Sarasota, Fla. : American Accounting Association, ISSN 0888-7993, ZDB-ID 638756-1. - Vol. 36.2022, 1, p. 131-149
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| Subject: | data analytics | machine learning | stepwise logit regression | random forest | earnings prediction | returns prediction | trading strategies | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Regressionsanalyse | Regression analysis | Gewinnprognose | Earnings announcement | Logit-Modell | Logit model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.2308/HORIZONS-19-125 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013252475