Are deep learning models outperforming the linear regression model in return prediction?

Additional Metadata
Keywords	return prediction; time series forecasting; deep learning; generalised stacking; AutoML; feature selection; sign prediction; CNN; DMLP; LSTM; linear regression model
Thesis Advisor	Lonn, S.O.R.
Persistent URL	hdl.handle.net/2105/62152
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	Druten, J.M.J. van. (2022, March 10). Are deep learning models outperforming the linear regression model in return prediction?. Econometrie. Retrieved from http://hdl.handle.net/2105/62152

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