Industry Return Predictability: A Machine Learning Approach
David E. Rapach, Jack K. Strauss, Jun Tu and Guofu Zhou
The Journal of Financial Data Science Summer 2019, 1 (3) 9-28; DOI: https://doi.org/10.3905/jfds.2019.1.3.009
David E. Rapach
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
Jack K. Strauss
is a professor of economics and the Miller Chair of Applied Economics at the University of Denver Daniels School of Business in Denver, CO
Jun Tu
is an associate professor of finance at the Singapore Management University Lee Kong Chian School of Business in Singapore
Guofu Zhou
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
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In this issue
The Journal of Financial Data Science
Vol. 1, Issue 3
Summer 2019
Industry Return Predictability: A Machine Learning Approach
David E. Rapach, Jack K. Strauss, Jun Tu, Guofu Zhou
The Journal of Financial Data Science Jul 2019, 1 (3) 9-28; DOI: 10.3905/jfds.2019.1.3.009