Decision trees unearth return sign predictability in the S&P 500
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Author / Producer
Date
2018-11
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Publication status
published
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Book title
Journal / series
Volume
18 (11)
Pages / Article No.
1797 - 1814
Publisher
Routledge
Event
Edition / version
Methods
Software
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Date collected
Date created
Subject
Decision tree; Markov chain; Efficient market hypothesis; Multiple testing; Autoregressive model; Financial bubble
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)