Macroeconomic Announcement and Machine Learning for Asset Pricing
Machine learning has improved the prediction of stock returns, with a model that combines data from different trading days proving more accurate than others.
Featured in No. 49 on 15 May 2024 · · 0 citations today
- Released
- 25 Feb 2024
- First featured
- No. 49 · 15 May 2024
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- SSRN 4824740
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