Forecasting benchmarks of long-term stock returns via machine learning.
Ioannis KyriakouParastoo MousaviJens Perch NielsenMichael ScholzPublished in: Ann. Oper. Res. (2021)
Keyphrases
- short term
- long term
- stock returns
- stock market
- machine learning
- financial time series
- medium term
- wavelet support vector machine
- panel data
- stock price
- developed countries
- chinese stock market
- stock data
- cross sectional
- financial data
- information extraction
- developing countries
- support vector machine
- text mining
- exchange rate
- garch model
- data mining
- data analysis
- early warning
- image registration