Machine learning methods for predicting stock returns from financial and microeconomic variables

This report analyses the ability of machine learning algorithms to predict next quarter stock returns based on macroeconomic features and financial, company-specific variables, by benchmarking achieved results in terms of root mean squared error against the expected return baseline that outputs as a...

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Bibliographic Details
Main Author: Branco, Miguel Pereira Teixeira Mano (author)
Format: masterThesis
Language:eng
Published: 2022
Subjects:
Stock return prediction
Machine learning
Fundamental analysis
Macroeconomic features
Previsão de retorno de ações
Fatores financeiros
Variáveis macroeconómicas
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10400.14/37914
Country:Portugal
Oai:oai:repositorio.ucp.pt:10400.14/37914

Internet

http://hdl.handle.net/10400.14/37914

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