Via di Tor Vergata
Rome, Lazio 00133
University of Rome, Tor Vergata
in Total Papers Downloads
Earnings per Share, Analyst Forecast, Corporate Social Responsibility
Kernel Principal Component Analysis, Large Dataset, Artificial Neural Networks, QuickNet, Forecasting
Variable selection; Multiple testing; p-value weighting
Toeplitz systems; Optimal linear prediction; Partial autocorrelation function
Stock Returns Forecasting, Factor Model, Large Data Sets, Forecast Evaluation
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File name: DP11161.
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artificial neural networks, Bayesian regularization, factor model, forecasting, principal components analysis
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