Daniel Metko

University of Bremen

Max-von-Laue-Straße 1

Bremen, DE 28359

Germany

http://www.fiwi.uni-bremen.de

SCHOLARLY PAPERS

4

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Top 40,898

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2,129

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Machine Learning Goes Global: Cross-Sectional Return Predictability in International Stock Markets

Number of pages: 54 Posted: 28 Jun 2022 Last Revised: 16 Mar 2023
Fordham university, City University of Applied Sciences, University of Bremen and Montpellier Business School
Downloads 1,352 (25,797)
Citation 3

Abstract:

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machine learning, return predictability, international stock markets, the cross-section of stock returns, forecast combination, asset pricing, firm size

2.

Predicting Returns with Machine Learning Across Horizons, Firms Size, and Time

Journal of Financial Data Science, Forthcoming
Number of pages: 29 Posted: 28 Aug 2023
Fordham university, City University of Applied Sciences, University of Bremen and Montpellier Business School
Downloads 626 (74,642)

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machine learning, return predictability, the cross-section of stock returns, asset pricing, firm size, equity anomalies, long-short portfolios, long-run returns

3.

Do Anomalies Really Predict Market Returns? New Data and New Evidence

Review of Finance, Forthcoming
Number of pages: 48 Posted: 01 Sep 2023
Fordham university, City University of Applied Sciences, University of Bremen and Montpellier Business School
Downloads 149 (335,941)

Abstract:

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equity anomalies, return predictability, machine learning, international stock markets, equity premium

4.

Machine Learning for Categorization of Operational Risk Events Using Textual Description

Journal of Operational Risk, Vol. 17, No. 4, 2022
Number of pages: 30 Posted: 11 Jan 2023
University of Oldenburg, City University of Applied Sciences, University of Bremen and Universite du Luxembourg
Downloads 2 (1,044,124)
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Abstract:

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banking, machine learning, operational risk, risk management, categorization of operational risk events