Lauri Nevasalmi

University of Turku

Postdoctoral Researcher

Finland

SCHOLARLY PAPERS

3

DOWNLOADS

260

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Moving Forward from Predictive Regressions: Boosting Asset Allocation Decisions

Number of pages: 73 Posted: 02 Jul 2020 Last Revised: 01 Feb 2021
Lauri Nevasalmi and Henri Nyberg
University of Turku and University of Turku
Downloads 97 (363,601)

Abstract:

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utility maximization, return predictability, machine learning, gradient boosting

2.

Forecasting Multinomial Stock Returns Using Machine Learning Methods

Number of pages: 33 Posted: 10 Jul 2020
Lauri Nevasalmi
University of Turku
Downloads 91 (376,073)

Abstract:

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

3.

Recession Forecasting With Big Data

Number of pages: 22 Posted: 10 Jul 2020 Last Revised: 05 Feb 2021
Lauri Nevasalmi
University of Turku
Downloads 72 (430,664)

Abstract:

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