Harnessing the Power of Neural Networks for Equity Premium Forecasting

Additional Metadata
Keywords	Neural Network; Equity Premium Forecast; Long Short-Term Memory Neural Network; Asset Allocation Mean-Variance; SHAP Method Feature Effects
Thesis Advisor	Dijk, DJC van
Persistent URL	hdl.handle.net/2105/70268
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	Kerk, C.R. van de. (2023, October 27). Harnessing the Power of Neural Networks for Equity Premium Forecasting. Econometrie. Retrieved from http://hdl.handle.net/2105/70268

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