Decision trees unearth return sign predictability in the S&P 500
Metadata only
Date
2018-11Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Quantitative FinanceVolume
Pages / Article No.
Publisher
RoutledgeSubject
Decision tree; Markov chain; Efficient market hypothesis; Multiple testing; Autoregressive model; Financial bubbleOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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