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Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data
Mekelburg, Erik; Strauss, Jack - In: Journal of empirical finance 79 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015179520
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In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
Rapach, David E.; Wohar, Mark E. - In: Journal of empirical finance 13 (2006) 2, pp. 231
Persistent link: https://www.econbiz.de/10007225580
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An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC
Miller, Thomas W.; Rapach, David E. - In: Journal of empirical finance 24 (2013), pp. 10-23
Persistent link: https://www.econbiz.de/10010371994
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In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
Rapach, David E.; Wohar, Mark E. - In: Journal of empirical finance 13 (2006) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10003296950