1. Factor importance along time series;Figure,1957
2. Deep learning for forecasting stock returns in the crosssection;Masaya Abe;Advances in Knowledge Discovery and Data Mining: 22nd Pacific-Asia Conference,2018
3. Predicting corporate bond returns: Merton meets machine learning;Turan G Bali;Georgetown McDonough School of Business Research Paper,2020
4. Bond risk premiums with machine learning;Daniele Bianchi;The Review of Financial Studies,2021
5. Predicting excess stock returns out of sample: Can anything beat the historical average?;John Y Campbell;The Review of Financial Studies,2008