Predicting Returns with Machine Learning across Horizons, Firm Size, and Time.
| Autor: | Cakici, Nusret1 cakici@fordham.edu, Fieberg, Christian2,3,4,5 christian.fieberg@hs-bremen.de, Metko, Daniel6 metko@uni-bremen.de, Zaremba, Adam7,8,9 a.zaremba@montpellier-bs.com |
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| Zdroj: | Journal of Financial Data Science. Fall2023, Vol. 5 Issue 4, p119-144. 26p. |
| Databáze: | Business Source Ultimate |
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