Machine learning, anomalies, and the expected market return : evidence from China
Qingjie Du, Yang Wang, Chishen Wei, K.C. John Wei
| Year of publication: |
2023
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|---|---|
| Authors: | Du, Qingjie ; Wang, Yang ; Wei, Chishen ; Wei, K. C. John |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 82.2023, p. 1-8
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| Subject: | Anomalies | Chinese stock market | Machine learning | Return predictability | China | Künstliche Intelligenz | Artificial intelligence | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102168 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463596