Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data
Erik Mekelburg, Jack Strauss
| Year of publication: |
2024
|
|---|---|
| Authors: | Mekelburg, Erik ; Strauss, Jack |
| Subject: | Ensembles | Machine learning | Out-of-sample predictability | Pooling | Return predictability | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Prognose | Forecast | Kapitalmarktrendite | Capital market returns | Neuronale Netze | Neural networks |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2024.101538 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015179520