SSRNML & AI Methods
Equity Return Prediction with Deep Learning & Ensemble Methods
The article examines forecast combination methods in machine learning for predicting equity returns, suggesting a new performance measure for risk premium forecasts that provides more robust evaluations and economic interpretability.
Featured in No. 29 on 13 Dec 2023 ·
- Released
- 7 Jul 2023
- First featured
- No. 29 · 13 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4660984
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