Forecast combination; Machine Learning; Asset Pricing; Neural Network; Market risk premium; Ensemble; Stacked-generalization
Xiao, X.
hdl.handle.net/2105/53582
Econometrie
Erasmus School of Economics

Lengkeek, M.N. (2020, November 13). Meta-strategies for Machine Learning Asset Pricing Predictions. Econometrie. Retrieved from http://hdl.handle.net/2105/53582