Deep learning for forecasting stock returns in the cross-section

被引:0
|
作者
Abe, Masaya [1 ]
Nakayama, Hideki [2 ]
机构
[1] Nomura Asset Management Co., Ltd., Tokyo, Japan
[2] University of Tokyo, Tokyo, Japan
来源
arXiv | 2018年
关键词
Compilation and indexing terms; Copyright 2024 Elsevier Inc;
D O I
暂无
中图分类号
学科分类号
摘要
Deep neural networks - Financial markets - Forecasting - Image recognition - Speech recognition
引用
收藏
相关论文
共 50 条
  • [21] The cross-section of emerging market stock returns
    Hanauer, Matthias X.
    Lauterbach, Jochim G.
    EMERGING MARKETS REVIEW, 2019, 38 : 265 - 286
  • [22] Profitable predictability in the cross-section of stock returns
    Agyei-Ampomah, Sam
    EUROPEAN FINANCIAL MANAGEMENT, 2007, 13 (04) : 776 - 802
  • [23] Intraday Patterns in the Cross-section of Stock Returns
    Heston, Steven L.
    Korajczyk, Robert A.
    Sadka, Ronnie
    JOURNAL OF FINANCE, 2010, 65 (04): : 1369 - 1407
  • [24] Consumer Spending and the Cross-Section of Stock Returns
    Gupta, Tarun
    Leung, Edward
    Roscovan, Viorel
    JOURNAL OF PORTFOLIO MANAGEMENT, 2022, 48 (07): : 117 - 137
  • [25] Credit ratings and the cross-section of stock returns
    Avramov, Doron
    Chordia, Tarun
    Jostova, Gergana
    Philipov, Alexander
    JOURNAL OF FINANCIAL MARKETS, 2009, 12 (03) : 469 - 499
  • [26] Expected investment and the cross-section of stock returns
    Lin, Qi
    Lin, Xi
    ECONOMICS LETTERS, 2018, 172 : 43 - 49
  • [27] Excess volatility and the cross-section of stock returns
    Wang, Yuming
    Ma, Jinpeng
    NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2014, 27 : 1 - 16
  • [28] Production similarity and the cross-section of stock returns: A machine learning approach
    Ge, Yao
    Qiao, Zheng
    Shen, Zhe
    Zhang, Zhiyu
    ACCOUNTING AND FINANCE, 2023, 63 (05): : 4849 - 4882
  • [29] Expected profitability and the cross-section of stock returns
    Lin, Qi
    Lin, Xi
    ECONOMICS LETTERS, 2019, 183
  • [30] The cross-section of Indian stock returns: evidence using machine learning
    Lalwani, Vaibhav
    Meshram, Vedprakash Vasantrao
    APPLIED ECONOMICS, 2022, 54 (16) : 1814 - 1828