Mohapatra, Sabyasachi; Mukherjee, Rohan; Apergēs, Nikolaos - In: IIMB Management Review 37 (2025) 2, pp. 1-16
are extremely important for short-term returns, the feature importance of fundamental and macroeconomic variables is … further develop the study by including an additional combination of 6 firm-specific fundamental factors and 6 macroeconomic … variables along with 18 technical indicators designed using price, volume, and momentum. During stage 1, we observe a modest …