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Network of Economic Sectors and Return Prediction -> Economic Sector Network and Return Prediction

The study employs a hybrid machine learning method, CNN-LSTM, to predict the interconnectedness of economic sectors in emerging markets, showing its effectiveness in improving prediction accuracy.

Featured in No. 32 on 9 Jan 2024 ·

Released
3 Aug 2022
First featured
No. 32 · 9 Jan 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4683418

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

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