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Predicting Asset Prices with Machine Learning
(2020-06-29)
This study examines whether machine learning techniques such as neural networks contain predictability when modeling asset prices and if they can improve on asset pricing prediction compared to traditional OLS-regressions. ...
Downside risk: is downside risk being priced in the U.S. stock market?
(2020-07-06)
This paper aims to add further research to the field of downside risk, and downside risk measures’ influence on the average returns in the U.S. stock market. The study also examines and compares how well the Fama-French ...