Return prediction : a tree-based conditional sort approach with firm characteristics
Nianling Wang, Mingzhi Zhang, Yuan Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Nianling ; Zhang, Mingzhi ; Zhang, Yuan |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104826, p. 1-10
|
| Subject: | Firm characteristics | Machine learning | Market prediction | Portfolio allocation | Tree-based conditional sort | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104826 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490168