Forecasting relative returns for S&P 500 stocks using machine learning

Abstract Forecasting changes in stock prices is extremely challenging given that numerous factors cause these prices to fluctuate. The random walk hypothesis and efficient market hypothesis essentially state that it is not possible to systematically, reliably predict future stock prices or forecast...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:	Financial Innovation
المؤلفون الرئيسيون:	Htet Htet Htun, Michael Biehl, Nicolai Petkov
التنسيق:	مقال
اللغة:	الإنجليزية
منشور في:	SpringerOpen 2024-04-01
الموضوعات:	Stock returns prediction Relative returns Classification Random forest Support vector machine Long short-term memory
الوصول للمادة أونلاين:	https://doi.org/10.1186/s40854-024-00644-0

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