Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets
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DOI: 10.1186/s40854-024-00648-w
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More about this item
Keywords
International asset allocation; Foreign exchange rate; Stock market prediction; Portfolio diversification; Machine learning;All these keywords.
JEL classification:
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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