Predicting equity premium : a new momentum indicator selection strategy with machine learning
Yong Qu, Ying Yuan
| Year of publication: |
2025
|
|---|---|
| Authors: | Qu, Yong ; Yuan, Ying |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 2, p. 424-435
|
| Subject: | equity premium prediction | indicator selection | machine learning | market regimes | out-of-sample forecasting | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Prognose | Forecast | Portfolio-Management | Portfolio selection | Wirtschaftsindikator | Economic indicator |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3200 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374046