Time-varying neural network for stock return prediction

Keyphrases

• Stock Returns 100%
• Stock Return Prediction 100%
• Time-varying Neural Networks 100%
• Size Effect 50%
• Neural Network 50%
• Firm-level 50%
• Financial Markets 50%
• Predictive Power 50%
• Machine Learning Algorithms 50%
• Neural Network Training 50%
• Early Stopping 50%
• Unknown Dynamics 50%
• Market Distress 50%
• U.S. Stock Returns 50%
• Momentum Effect 50%

Computer Science

• Neural Network 100%
• Machine Learning Algorithm 100%
• Predictive Power 100%
• Neural Network Training 100%
• Trained Neural Network 100%

Economics, Econometrics and Finance

• Capital Market Returns 100%
• Industry 75%
• Financial Market 25%
• Machine Learning 25%