Machine learning for US cross-industry return predictability under information uncertainty
Haithem Awijen, Younes Ben Zaied, Béchir Ben Lahouel, Foued Khlifi
| Year of publication: |
2023
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|---|---|
| Authors: | Awijen, Haithem ; Zaied, Younes Ben ; Ben Lahouel, Bechir ; Khlifi, Foued |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-13
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| Subject: | Industry-rotation portfolio | OLS post-LASSO | Post-selection inference | Predictive regression | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection | Schätzung | Estimation | USA | United States | Kleinste-Quadrate-Methode | Least squares method | Bayes-Statistik | Bayesian inference | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.101893 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279809