Concepedia

Forecasting stock market return with nonlinearity: a genetic programming approach

Shusheng Ding, Tianxiang Cui, Xihan Xiong, Ruibin Bai

Journal of Ambient Intelligence and Humanized Computing · 2020 · 21 citations · 48 references

DOI

Concepts

References

48

A Comprehensive Look at The Empirical Performance of Equity Premium Prediction

Ivo Welch, Amit Goyal · Review of Financial Studies · 2007 · 4.1K citations

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The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

John Y. Campbell, Robert J. Shiller · Review of Financial Studies · 1988 · 4K citations · Full text

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Dividend yields and expected stock returns

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations

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A long memory property of stock market returns and a new model

Zhuanxin Ding, Clive W. J. Granger, Robert F. Engle · Journal of Empirical Finance · 1993 · 3.3K citations

, , +16

Sample Splitting and Threshold Estimation

Bruce E. Hansen · Econometrica · 2000 · 2.8K citations

, , +15