---
title: Frequency Domain Prediction
url: https://www.ml-quant.com/papers/ssrn/4817096/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4817096
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4817096
featured: 2024-05-08
citations: unknown
topic: LLMs & Text
---


# Frequency Domain Prediction

The study employs a machine learning approach to develop a new macroeconomic index for predicting stock returns, showing its significant predictive power and economic value in asset allocation, and its complementary relationship with investor sentiment.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4817096
- Identifier: SSRN 4817096
- Released: 2022-11-02
- First featured: Quant Letter No. 48 (2024-05-08): https://www.ml-quant.com/issues/2024-05-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: LLMs & Text

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