Stock return forecasting based on the proxy variables of category factors
Abstract Stock return prediction has been in the spotlight because it involves numerous factors. Improving the accuracy of stock return prediction and quantifying the impact of individual factors on forecasting remain challenging tasks. Motivated by these challenges, we propose a novel forecasting m...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-06-01
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| Series: | Financial Innovation |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40854-025-00779-8 |
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