Machine learning goes global : cross-sectional return predictability in international stock markets
Nusret Cakici, Christian Fieberg, Daniel Metko, Adam Zaremba
| Year of publication: |
2023
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|---|---|
| Authors: | Cakici, Nusret ; Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 155.2023, p. 1-32
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| Subject: | Machine learning | Return predictability | International stock markets | The cross-section of stock returns | Forecast combination | Asset pricing | Firm size | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Welt | World | Kapitalmarktrendite | Capital market returns | Betriebsgröße | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | CAPM | Prognose | Forecast | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104725 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014479641