On the Economic Significance of Stock Market Prediction and the No Free Lunch Theorem

Forecasting of stock market returns is a challenging research activity that is now expanding with the availability of new data sources, markets, financial instruments, and algorithms. At its core, the predictability of prices still raises important questions. Here, we discuss the economic significan...

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Bibliographic Details
Main Authors: Carlos Bousono-Calzon, Josue Bustarviejo-Munoz, Pedro Aceituno-Aceituno, Jose Joaquin Escudero-Garzas
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8731844/