Predicting European stock returns using machine learning
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DOI: 10.1007/s43546-023-00487-4
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More about this item
Keywords
Machine learning; Stock returns predictability; Forecasting; European stock market;All these keywords.
JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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