Original title: Prediktabilita výnosů akcií pomocí strojového učení
Translated title: Multi-horizon equity returns predictability via machine learning
Authors: Nechvátalová, Lenka ; Baruník, Jozef (advisor) ; Krištoufek, Ladislav (referee)
Document type: Master’s theses
Year: 2020
Language: eng
Abstract: [eng] [cze]

Keywords: anomalies; asset pricing; horizon predictability; Machine learning; anomálie; oceňování aktiv; prediktabilita na horizontech; Strojové učení

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/121295

Permalink: http://www.nusl.cz/ntk/nusl-435229


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2021-02-24, last modified 2022-03-04


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