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  1. 1. Machine Learning - The Future of Equity Premium Prediction

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Alfred Hedlund; Ibrahim Mete Bacak; [2020]
    Nyckelord :Machine learning; Equity premium; Prediction; Penalized linear models; Non-linear models;

    Sammanfattning : Predictions of the equity premium have historically been made by using traditional predictive regressions. Despite the great promise of machine learning applications for prediction tasks, it has largely been overlooked in the financial literature. LÄS MER