Meta-strategies for Machine Learning Asset Pricing Predictions

Additional Metadata
Keywords	Forecast combination; Machine Learning; Asset Pricing; Neural Network; Market risk premium; Ensemble; Stacked-generalization
Thesis Advisor	Xiao, X.
Persistent URL	hdl.handle.net/2105/53582
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Lengkeek, M.N. (2020, November 13). Meta-strategies for Machine Learning Asset Pricing Predictions. Econometrie. Retrieved from http://hdl.handle.net/2105/53582

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