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Bianchi, D., Buchner, M. and Tamoni, A. (2018) Bond Risk Premia with Machine Learning.
https://doi.org/10.2139/ssrn.3232721

has been cited by the following article:

• TITLE: Asset Return Prediction via Machine Learning

  AUTHORS: Liangliang Zhang

  KEYWORDS: Clustering, Classification, Regression, Unsupervised Learning, Supervised Learning, Deep Neural Networks, Machine Learning, Asset Returns, Prediction, Investment Strategies, Universal Approximation Theorem

  JOURNAL NAME: Journal of Mathematical Finance, Vol.9 No.4, October 30, 2019

  ABSTRACT: In this paper, we provide insights on the prediction of asset returns via novel machine learning methodologies. Machine learning clustering-enhanced classification and regression techniques to predict future asset return movements are proposed and compared. Numerical experiments show good applicability of the methodologies and backtesting unveils superior results in China A-shares markets.