Author:
Zhang Yingguang,Zhu Yandi,Linnainmaa Juhani T.
Reference39 articles.
1. Corrigendum: Bond risk premiums with machine learning;Daniele Bianchi;Review of Financial Studies,2021
2. Man versus machine learning: The term structure of earnings expectations and conditional biases;Jules H Binsbergen;Review of Financial Studies,2023
3. Sticky expectations and the profitability anomaly;Jean-Philippe Bouchaud;Journal of Finance,2019
4. Random forests;Leo Breiman;Machine Learning,2001
5. Pockets of predictability: A replication;Nusret Cakici;Journal of Finance forthcoming,2024