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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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2022
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| Texto completo: | http://hdl.handle.net/10400.14/37914 |
| País: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/37914 |