Seemingly Virtuous Complexity in Return Prediction
收藏NBER2025-08-01 更新2025-08-16 收录
下载链接：
https://www.nber.org/papers/w34104
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资源简介：
Return prediction with Random Fourier Features (RFF)a very large number, P, of nonlinear trans-formations of a small number, K, of predictor variableshas become popular recently. Surprisingly, this approach appears to yield a successful out-of-sample stock market index timing strategy even when
提供机构：
美国国家经济研究局
创建时间：
2025-08-01
