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The best of both worlds : forecasting US equity market returns using a hybrid machine learning-time series approach
Wang, Haifeng; Ahluwalia, Harshdeep Singh; … - In: The journal of financial data science 3 (2021) 2, pp. 9-20
Persistent link: https://www.econbiz.de/10012519234
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The promises and pitfalls of machine learning for predicting stock returns
Leung, Edward; Lohre, Harald; Mischlich, David; Shea, Yifei - In: The journal of financial data science 3 (2021) 2, pp. 21-50
Persistent link: https://www.econbiz.de/10012519237
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Style rotation revisited
Galakis, John; Vrontos, Ioannis; Vrontos, Spyridon - In: The journal of financial data science 3 (2021) 2, pp. 110-133
Persistent link: https://www.econbiz.de/10012519266
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Deep sequence modeling : development and applications in asset pricing
Cong, Lin William; Tang, Ke; Wang, Jingyuan; Zhang, Yang - In: The journal of financial data science 3 (2021) 1, pp. 28-42
Persistent link: https://www.econbiz.de/10012486251
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Portfolio diversification using shape-based clustering
Lim, Tristan; Chin Sin Ong - In: The journal of financial data science 3 (2021) 1, pp. 111-126
Persistent link: https://www.econbiz.de/10012486256
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Stock portfolio selection with deep ranknet
Li, Yan; Tan, Zheng - In: The journal of financial data science 3 (2021) 3, pp. 108-120
Persistent link: https://www.econbiz.de/10012613544