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1. 1. Machine Learning - The Future of Equity Premium Prediction

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Alfred Hedlund; Ibrahim Mete Bacak; [2020]
   Keywords : Machine learning; Equity premium; Prediction; Penalized linear models; Non-linear models;

   Abstract : Predictions of the equity premium have historically been made by using traditional predictive regressions. Despite the great promise of machine learning applications for prediction tasks, it has largely been overlooked in the financial literature. READ MORE