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RePEcAsset Pricing & Factors

New Momentum Strategy for Equity Prediction

The new machine learning strategy, N-MDIS, has been introduced to enhance the accuracy of equity premium prediction, outperforming previous methods.

Featured in No. 85 on 19 Feb 2025 · on release day

Released
19 Feb 2025
First featured
No. 85 · 19 Feb 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
19
Identifier
RePEc:wly:jforec:v:44:y:2025:i:2:p:424-435

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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