Should asset managers pay for economic research? A machine learning evaluation
This paper presents the first-ever comparison of the forecasting power of two types of narratives: articles in a major daily newspaper and regular research reports released by professional forecasters. The applied testing methodology developed in 22 and extended in this paper includes two natural la...
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| Autor principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
KeAi Communications Co., Ltd.
2020-11-01
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| coleção: | Journal of Finance and Data Science |
| Assuntos: | |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S2405918820300131 |
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