Multi-Horizon Equity Returns Predictability via Machine Learning

Skúmame predvídateľnosť očakávaných globálnych výnosov akcií v rôznych horizontoch prognózy pomocou techník strojového učenia. Zistili sme, že predvídateľnosť výnosov klesá s dlhším horizontom prognózy v USA aj na medzinárodnej úrovni. Napriek tomu poskytujeme dôkazy, že používanie špecifických char...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Nechvátalová, Lenka
Format:	Buchkapitel
Sprache:	Englisch
Schlagworte:	učenie strojové oceňovanie aktíva výnosy zisk náklady transakčné
Tags:	Tag hinzufügen Keine Tags, Fügen Sie das erste Tag hinzu!

View in EUBA Opac

Ähnliche Einträge: Multi-Horizon Equity Returns Predictability via Machine Learning

Vorschau
Machine learning
Vorschau
Machine Learning : An Algorithmic Perspective
Vorschau
Pattern Recognition and Machine Learning
Vorschau
Machine Learning for Multimedia Content Analysis
Vorschau
Implementation of Machine Learning Models to Improve Predictions for a Selected Type of Non-Life Insurance
Vorschau
Predicting the Effects of News on the Financial Market Based on Machine Learning Technology
Vorschau
Return on Equity and Return on Assets in Context of Sustainable Development
Vorschau
Use of Machine and Deep Learning in Company Pricing
Vorschau
Automatic Detection of the Need for Cross-Linking Surgery in Keratoconus Disease via Machine Learning and Imaging Multidimensional Data
Vorschau
SMEs' Failure Prediction: Are Machine Learning Models Superior?
Vorschau
Multi-Class Malware Classification Using Machine Learning
Vorschau
Using machine learning for predicting user behaviour
Vorschau
A Tool for Applying Models Generated by Means of Automatic Machine Learning Implemented as a Web Application
Vorschau
Machine Learning Forecasting of Industrial Production in Slovakia
Vorschau
Country Risk and Expected Returns Across Global Equity Markets
Vorschau
Macroeconomic Forecasting Using Machine Learning: a Case of Slovakia
Vorschau
Machine Learning Meets Tax Fraud: Insights from Slovakia
Vorschau
Using Machine Learning Classification to Design the Predictive Maintenance System
Vorschau
Investigating the Determinants of Local Indebtedness in Slovakia: The Machine Learning Approach
Vorschau
Detection of Parkinson’s Disease With Machine Learning Support
Vorschau
Forecasting Inflation in Slovakia Using Machine Learning
Vorschau
Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow : Concepts, Tools, and Techniques to Build Intelligent Systems /
Vorschau
Integrating Statistical, Machine Learning, and Deep Learning Approaches for Predicting Hydrological Extremes in Slovak River Basins
Vorschau
Model amortizovanej hodnoty pri oceňovaní obligácií