An Evaluation of Equity Premium Prediction Using Multiple Kernel Learning with Financial Features

Argimiro Arratia, Lluís A. Belanche, Luis Fábregues. An Evaluation of Equity Premium Prediction Using Multiple Kernel Learning with Financial Features. Neural Processing Letters, 52(1):117-134, 2020. [doi]

@article{ArratiaBF20,
  title = {An Evaluation of Equity Premium Prediction Using Multiple Kernel Learning with Financial Features},
  author = {Argimiro Arratia and Lluís A. Belanche and Luis Fábregues},
  year = {2020},
  doi = {10.1007/s11063-018-09971-7},
  url = {https://doi.org/10.1007/s11063-018-09971-7},
  researchr = {https://researchr.org/publication/ArratiaBF20},
  cites = {0},
  citedby = {0},
  journal = {Neural Processing Letters},
  volume = {52},
  number = {1},
  pages = {117-134},
}