Open AccessOption Return Predictability with Machine Learning and Big Data
Author(s) -
Turan G. Bali,
Heiner Beckmeyer,
Mathis Moerke,
Florian Weigert
Publication year - 2021
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3895984
Subject(s) - predictability , predictive power , econometrics , equity (law) , valuation of options , computer science , transaction cost , stock (firearms) , economics , finance , statistics , mathematics , engineering , mechanical engineering , philosophy , epistemology , political science , law
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