Lauri Nevasalmi

University of Turku

20014 Turku

Finland

SCHOLARLY PAPERS

3

DOWNLOADS

109

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Forecasting Multinomial Stock Returns Using Machine Learning Methods

Number of pages: 33 Posted: 10 Jul 2020
Lauri Nevasalmi
University of Turku
Downloads 53 (422,979)

Abstract:

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S&P 500, market timing, machine learning, gradient boosting

2.

Moving Forward from Predictive Regressions: Boosting Asset Allocation Decisions

Number of pages: 72 Posted: 02 Jul 2020
Lauri Nevasalmi and Henri Nyberg
University of Turku and University of Turku
Downloads 34 (506,791)

Abstract:

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utility maximization, return predictability, machine learning, gradient boosting

3.

Recession Forecasting With Big Data

Number of pages: 22 Posted: 10 Jul 2020
Lauri Nevasalmi
University of Turku
Downloads 22 (569,978)

Abstract:

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recession forecasting, business cycle, machine learning, gradient boosting, class imbalance