Daniel Elkind

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When Do Investors Freak Out?: Machine Learning Predictions of Panic Selling

Number of pages: 40 Posted: 09 Aug 2021
affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)
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Abstract:

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Panic Selling; Stop-Loss; Tactical Asset Allocation; Freaking Out; Deep Learning; Behavioral Finance