Tizian Otto

University of Hamburg

Moorweidenstra├če 18

Hamburg, 20148

Germany

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

Empirical Asset Pricing via Machine Learning: Evidence from the European Stock Market

Number of pages: 60 Posted: 27 Jul 2020 Last Revised: 17 Aug 2021
Wolfgang Drobetz and Tizian Otto
University of Hamburg and University of Hamburg
Downloads 496 (72,613)

Abstract:

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stock return prediction machine learning, active trading strategy

2.

Forecasting Stock Market Crashes via Machine Learning

Number of pages: 56 Posted: 11 May 2021 Last Revised: 17 Aug 2021
Hubert Dichtl, Wolfgang Drobetz and Tizian Otto
dichtl research & consulting GmbH, University of Hamburg and University of Hamburg
Downloads 263 (147,059)

Abstract:

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extreme event prediction, stock market crashes, machine learning, active trading strategy

3.

Predictability and the Cross-Section of Expected Returns: Evidence from the European Stock Market

Number of pages: 43 Posted: 19 Aug 2019 Last Revised: 01 Jul 2020
University of Hamburg, University of Hamburg, M.M. Warburg & Co and University of Hamburg
Downloads 216 (177,982)

Abstract:

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characteristics-based asset pricing, factor timing, active trading strategy

4.

Estimating Security Betas via Machine Learning

Number of pages: 63 Posted: 01 Oct 2021
University of Hamburg, Leibniz University Hannover - School of Economics and Management, University of Hamburg and University of Reading - ICMA CentreLeibniz Universit├Ąt Hannover - Faculty of Economics and Management
Downloads 170 (233,372)

Abstract:

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Beta estimation, machine learning