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A machine-learning analysis of the rationality of aggregate stock market forecasts

  • Published:2018-07-20 Issue:4 Volume:23 Page:642-654
  • ISSN:1076-9307
  • Container-title:International Journal of Finance & Economics
  • language:en
  • Short-container-title:Int J Fin Econ

Author:

Pierdzioch Christian1ORCID,Risse Marian1ORCID

Affiliation:

1. Department of Economics; Helmut Schmidt University; Hamburg Germany

Funder

German Science Foundation (DFG)

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference51 articles.

1. Asymmetric loss functions and the rationality of expected stock returns;Aretz;International Journal of Forecasting,2011

2. Forecasting disconnected exchange rates;Berge;Journal of Applied Econometrics,2014

3. Bagging predictors;Breiman;Machine Learning,1996

4. Random forests;Breiman;Machine Learning,2001

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3. FORECASTING THE BIST 30 INDEX SHARES USING ARTIFICIAL INTELLIGENCE TECHNIQUES;Finans Ekonomi ve Sosyal Araştırmalar Dergisi;2023-03-31

4. Predicting Stock Market Price Using Machine Learning Techniques;Proceedings of Data Analytics and Management;2023

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