How Do We Predict Stock Returns in the Cross-Section with Machine Learning?
Masaya AbeKei NakagawaPublished in: AICCC (2020)
Keyphrases
- cross section
- stock returns
- cross sectional
- machine learning
- cross sections
- panel data
- chinese stock market
- text classification
- feature selection
- stock market
- developed countries
- data mining
- text mining
- data analysis
- image analysis
- learning process
- knowledge discovery
- information extraction
- blood vessels
- ct scans
- multiscale
- learning algorithm