Nonparametric prediction of stock returns guided by prior knowledge
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More about this item
Keywords
Prediction of Stock Returns; Cross-Validation; Prior Knowledge; Bias Reduction; Dimension Reduction;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2012-05-02 (Econometrics)
- NEP-FOR-2012-05-02 (Forecasting)
- NEP-KNM-2012-05-02 (Knowledge Management & Knowledge Economy)
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