return-forecast

There are 1 repository under return-forecast topic.

Guoliang2019 / Oil-Price-Modeling-with-Machine-Learning-Methods
Construct workable datasets from web data and applied various machine learning methods to predict future oil price
lasso-regression neural-network oil-price ols-regression return-forecast ridge-regression
Language:Jupyter Notebook 5
thiago-os / Dissecting
Code to generate all tables and figures of "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios", Critical Finance Review (forthcoming).
asset-pricing return-forecast predictability out-of-sample equity-premium book-to-markets machine-learning
Language:Jupyter Notebook 2

Guoliang2019 / Oil-Price-Modeling-with-Machine-Learning-Methods