Industry Return Predictability: A Machine Learning Approach | The Journal of Financial Data Science

The Journal of Financial Data Science

Article Information

vol. 1 no. 3 9-28

DOI

https://doi.org/10.3905/jfds.2019.1.3.009

Published By

Pageant Media Ltd

Print ISSN

Online ISSN

History

Published online August 1, 2019.

Copyright & Usage

© 2019 Pageant Media Ltd

Author Information

David E. Rapach
1. is a professor of economics and the John Simon Endowed Chair in Economics at the Saint Louis University Chaifetz School of Business in St. Louis, MO. (david.rapach{at}slu.edu)
Jack K. Strauss
1. is a professor of economics and the Miller Chair of Applied Economics at the University of Denver Daniels School of Business in Denver, CO. (jack.strauss{at}du.edu)
Jun Tu
1. is an associate professor of finance at the Singapore Management University Lee Kong Chian School of Business in Singapore. (tujun{at}smu.edu.sg)
Guofu Zhou
1. is the Frederick Bierman and James E. Spears Professor of Finance at Washington University in the St. Louis Olin Business School in St. Louis, MO. (zhou{at}wustl.edu)

To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.

In this issue

Print

Save To My Folders

Similar Articles

Cited By...

Machine Learning in Asset Management--Part 1: Portfolio Construction--Trading Strategies

Google Scholar