Open AccessThe Relationship Between the Rate of Return and Risk in Fama-French Five-Factor Model: A Machine Learning Algorithms Approach
Author(s) -
Thanh Cong Bui,
Pham The Son,
Trần Trọng Huỳnh
Publication year - 2021
Publication title -
journal of system and management sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.266
H-Index - 4
eISSN - 1818-0523
pISSN - 1816-6075
DOI - 10.33168/jsms.2021.0403
Subject(s) - algorithm , factor (programming language) , computer science , rate of return , machine learning , artificial intelligence , economics , finance , programming language
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