Blar i Thesis på forfatter "Gallego, Juan Berasategui"
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Empirical Asset Pricing via Neural Networks and Macroeconomic Data
Gallego, Juan Berasategui (Master thesis, 2023)This study showcases the benefits of expanding the dimensions of the variable input vector with macroeconomic predictors when predicting monthly out-of-sample stock-level risk premiums. Using 610 predictor variables, we ...