Recursive Portfolio Selection with Decision Trees-Reference-Cited by-同舟云学术

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Recursive Portfolio Selection with Decision Trees

Published:2008 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Andriyashin Anton,HHrdle Wolfgang K.,Timofeev Roman Vladimirovich

Publisher

Elsevier BV

Reference14 articles.

1. Predicting stock returns;D Avramov;Journal of Financial Economics,2006

2. Stock return predictability and model uncertainty;D Avramov;Journal of Financial Economics,2002

3. Is the Value Premium Predictable in Real Time? Working paper;R Bauer;The Wadsworth Statistics/Probability Seriesy,1987

4. Stock Prices, Earnings, and Expected Dividends;J Y Campbell;Journal of Finance 43 Nm,1988

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Can Ensemble Machine Learning Methods Predict Stock Returns for Indian Banks Using Technical Indicators?;Journal of Risk and Financial Management;2022-08-07

2. Predicting the Movement of Cryptocurrency “Bitcoin” Using Random Forest;Communications in Computer and Information Science;2021

3. Stock selection with random forest: An exploitation of excess return in the Chinese stock market;Heliyon;2019-08

4. Stock Return Prediction and Anomaly Detection by Regression Trees;SSRN Electronic Journal;2011

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