Forecasting accuracy of machine learning and linear regression: evidence from the secondary CAT bond market
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DOI: 10.1007/s11573-023-01138-8
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Cited by:
- Wolfgang Breuer & Andreas Knetsch, 2023. "Recent trends in the digitalization of finance and accounting," Journal of Business Economics, Springer, vol. 93(9), pages 1451-1461, November.
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More about this item
Keywords
Forecasting; Machine learning; Linear regression; CAT bond secondary market; Transparency;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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