FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2138897253> ?p ?o ?g. }

• W2138897253 abstract "Noisy markets need extensive descriptions that are noisy themselves, such as deep regression trees that capture many data-local nonlinear anomalies and that do not require arbitrary weighting schemes like traditional linear multifactor models often do. Simple tools allow extraction of general and stock specific insightful information from such regression trees and facilitate factor selection. Large tree-models show excellent out-of-sample predictive power, that we measure and discuss extensively. The method is described by a seven-factor example model for the worldwide industrial sector that delivers 20% quintile-separation excess return out-of-sample and that reveals for instance how following price falls analysts react belatedly and investors overreact and thus create reversal outperformance opportunities." @default.
• W2138897253 created "2016-06-24" @default.
• W2138897253 creator A5026974145 @default.
• W2138897253 date "2011-01-01" @default.
• W2138897253 modified "2023-09-25" @default.
• W2138897253 title "Stock Return Prediction and Anomaly Detection by Regression Trees" @default.
• W2138897253 cites W1487988547 @default.
• W2138897253 cites W1570448133 @default.
• W2138897253 cites W1807452827 @default.
• W2138897253 cites W1811615589 @default.
• W2138897253 cites W1873174537 @default.
• W2138897253 cites W1976770255 @default.
• W2138897253 cites W198915935 @default.
• W2138897253 cites W1995834279 @default.
• W2138897253 cites W2000920768 @default.
• W2138897253 cites W2003040293 @default.
• W2138897253 cites W2006285743 @default.
• W2138897253 cites W2010997253 @default.
• W2138897253 cites W2015137306 @default.
• W2138897253 cites W2017270018 @default.
• W2138897253 cites W2030292188 @default.
• W2138897253 cites W2034092883 @default.
• W2138897253 cites W2045410204 @default.
• W2138897253 cites W2048910076 @default.
• W2138897253 cites W2049156204 @default.
• W2138897253 cites W2052716990 @default.
• W2138897253 cites W2057285392 @default.
• W2138897253 cites W2066456070 @default.
• W2138897253 cites W2066795664 @default.
• W2138897253 cites W2085708398 @default.
• W2138897253 cites W2098324822 @default.
• W2138897253 cites W2102522461 @default.
• W2138897253 cites W2106986439 @default.
• W2138897253 cites W2109254281 @default.
• W2138897253 cites W2111765572 @default.
• W2138897253 cites W2114160290 @default.
• W2138897253 cites W2115434452 @default.
• W2138897253 cites W2116988722 @default.
• W2138897253 cites W2117812871 @default.
• W2138897253 cites W2131177033 @default.
• W2138897253 cites W2131773668 @default.
• W2138897253 cites W2137828763 @default.
• W2138897253 cites W2143439429 @default.
• W2138897253 cites W2158754540 @default.
• W2138897253 cites W2161932507 @default.
• W2138897253 cites W2164725776 @default.
• W2138897253 cites W2166215547 @default.
• W2138897253 cites W2166382306 @default.
• W2138897253 cites W2734822207 @default.
• W2138897253 cites W2912934387 @default.
• W2138897253 cites W3121244020 @default.
• W2138897253 cites W3121300545 @default.
• W2138897253 cites W3123084112 @default.
• W2138897253 cites W3123684392 @default.
• W2138897253 cites W3125408984 @default.
• W2138897253 cites W2135012083 @default.
• W2138897253 doi "https://doi.org/10.2139/ssrn.1927327" @default.
• W2138897253 hasPublicationYear "2011" @default.
• W2138897253 type Work @default.
• W2138897253 sameAs 2138897253 @default.
• W2138897253 citedByCount "1" @default.
• W2138897253 crossrefType "journal-article" @default.
• W2138897253 hasAuthorship W2138897253A5026974145 @default.
• W2138897253 hasConcept C105795698 @default.
• W2138897253 hasConcept C111472728 @default.
• W2138897253 hasConcept C126838900 @default.
• W2138897253 hasConcept C138885662 @default.
• W2138897253 hasConcept C149782125 @default.
• W2138897253 hasConcept C154945302 @default.
• W2138897253 hasConcept C162324750 @default.
• W2138897253 hasConcept C166957645 @default.
• W2138897253 hasConcept C183115368 @default.
• W2138897253 hasConcept C204036174 @default.
• W2138897253 hasConcept C205649164 @default.
• W2138897253 hasConcept C2778136018 @default.
• W2138897253 hasConcept C2779343474 @default.
• W2138897253 hasConcept C2780299701 @default.
• W2138897253 hasConcept C33923547 @default.
• W2138897253 hasConcept C41008148 @default.
• W2138897253 hasConcept C71924100 @default.
• W2138897253 hasConcept C739882 @default.
• W2138897253 hasConcept C83546350 @default.
• W2138897253 hasConcept C84525736 @default.
• W2138897253 hasConceptScore W2138897253C105795698 @default.
• W2138897253 hasConceptScore W2138897253C111472728 @default.
• W2138897253 hasConceptScore W2138897253C126838900 @default.
• W2138897253 hasConceptScore W2138897253C138885662 @default.
• W2138897253 hasConceptScore W2138897253C149782125 @default.
• W2138897253 hasConceptScore W2138897253C154945302 @default.
• W2138897253 hasConceptScore W2138897253C162324750 @default.
• W2138897253 hasConceptScore W2138897253C166957645 @default.
• W2138897253 hasConceptScore W2138897253C183115368 @default.
• W2138897253 hasConceptScore W2138897253C204036174 @default.
• W2138897253 hasConceptScore W2138897253C205649164 @default.
• W2138897253 hasConceptScore W2138897253C2778136018 @default.
• W2138897253 hasConceptScore W2138897253C2779343474 @default.
• W2138897253 hasConceptScore W2138897253C2780299701 @default.
• W2138897253 hasConceptScore W2138897253C33923547 @default.
• W2138897253 hasConceptScore W2138897253C41008148 @default.
• W2138897253 hasConceptScore W2138897253C71924100 @default.

• next