Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation.

Alex Hsu Francisco Palomino Liang Qian

Published in: Manag. Sci. (2023)

Keyphrases

machine intelligence
signal processing
ieee trans
ai edam
sharpe ratio
data sets
website
long term
management system
feature extraction
reinforcement learning
relational databases
user interface
special issue
asset management