A carregar...
Improving Earnings Predictions with Neural Network Models
In this paper we develop a generalized deep neural network model to predict quarterly earnings. Using a diverse range of predictors consisting of fundamental, technical and sentiment data the resulting model outperforms existing timeseries models such as the Fama-French 2006 regression model a...
Na minha lista:
| Autor principal: | |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Alexandru Ioan Cuza University
2020-12-01
|
| Colecção: | Review of Economic and Business Studies |
| Assuntos: | |
| Acesso em linha: | http://rebs.feaa.uaic.ro/articles/pdfs/306.pdf |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|