A statistical learning approach for stock selection in the Chinese stock market
Forecasting stock returns is extremely challenging in general, and this task becomes even more difficult given the turbulent nature of the Chinese stock market. We address the stock selection process as a statistical learning problem and build cross-sectional forecast models to select individual sto...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |