Option return predictability via machine learning : new evidence from China
Yuxiang Huang, Zhuo Wang, Zhengyan Xiao
| Year of publication: |
2025
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|---|---|
| Authors: | Huang, Yuxiang ; Wang, Zhuo ; Xiao, Zhengyan |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 45.2025, 9, p. 1232-1252
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| Subject: | Chinese options market | factor investing | machine learning | return predictability | China | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22604 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464886