Lior Metzker

Hebrew University of Jerusalem

Mount Scopus

Jerusalem, Jerusalem 91905

Israel

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Scholarly Papers (1)

1.

Machine Learning versus Economic Restrictions: Evidence from Stock Return Predictability

Number of pages: 87 Posted: 18 Sep 2019 Last Revised: 22 Apr 2021
Doron Avramov, Si Cheng and Lior Metzker
Interdisciplinary Center (IDC) Herzliyah, Chinese University of Hong Kong - Department of Finance and Hebrew University of Jerusalem
Downloads 1,539 (14,038)

Abstract:

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Machine Learning, Return Prediction, Neural Networks, Financial Distress, Fintech