Option return predictability with machine learning and big data
Turan G. Bali, Heiner Beckmeyer, Mathis Mörke, Florian Weigert
| Year of publication: |
2023
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|---|---|
| Authors: | Bali, Turan G. ; Beckmeyer, Heiner ; Mörke, Mathis ; Weigert, Florian |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 36.2023, 9, p. 3548-3602
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| Subject: | Optionsgeschäft | Option trading | Kapitalmarktrendite | Capital market returns | Prognose | Forecast | Künstliche Intelligenz | Artificial intelligence | Big Data | Big data | Transaktionskosten | Transaction costs | USA | United States | 1996-2020 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhad017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014331550