Yield forecasting by machine learning algorithm : evidence from China's A-share market
Yue Hu, Haosheng Guo, Wenli Huang, Yueling Xu
| Year of publication: |
2023
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|---|---|
| Authors: | Hu, Yue ; Guo, Haosheng ; Huang, Wenli ; Xu, Yueling |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 6, p. 1767-1781
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| Subject: | A-share market | factor investing | Machine learning | yield forecasting | Künstliche Intelligenz | Artificial intelligence | China | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2148464 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014290320