---
title: Stock Return Prediction with Big Data
url: https://www.ml-quant.com/papers/ssrn/4925722/
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 4925722
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925722
featured: 2024-08-15
citations: unknown
topic: ML & AI Methods
---


# Stock Return Prediction with Big Data

A two-stage quantile neural network and spline interpolation method can accurately predict stock returns based on 194 stock characteristics and market variables, performing better than other models.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925722
- Identifier: SSRN 4925722
- Released: 2024-08-14
- First featured: Quant Letter No. 61 (2024-08-15): https://www.ml-quant.com/issues/2024-08-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: ML & AI Methods

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