Momentum in machine learning : evidence from the Taiwan stock market
Dien Giau Bui, De-Rong Kong, Chih-Yung Lin, Tse-Chun Lin
| Year of publication: |
2023
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|---|---|
| Authors: | Bui, Dien Giau ; Kong, De-Rong ; Lin, Chih-Yung ; Lin, Tse-Chun |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 82.2023, p. 1-25
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| Subject: | Asset pricing anomalies | Machine learning | Momentum | Stock return predictability | Variable importance | Taiwan | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | CAPM | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102178 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463357