Industry Return Predictability: A Machine Learning Approach

Keyphrases

• Machine Learning Approach 100%
• Industry Returns 100%
• Industry Return Predictability 100%
• Industry Rotation 66%
• Predictive Ability 33%
• Machine Learning System 33%
• Multiple Testing 33%
• Information Diffusion 33%
• Multi-factor Model 33%
• Economic Recession 33%
• Great Recession 33%
• Post-selection Inference 33%
• Financial Sector 33%
• Systematic Risk 33%
• Return Prediction 33%
• Lagged Returns 33%

Economics, Econometrics and Finance

• Industry 100%
• Machine Learning 100%
• Financial Services 9%
• Global Economic Crisis 9%

Social Sciences

• Authors 100%
• Financial Services 100%