Browsing Research Articles (Economics) by Subject "Quantile random forests"

Now showing items 1-3 of 3

Drivers of realized volatility for emerging countries with a focus on South Africa : fundamentals versus sentiment

Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian (MDPI, 2023-03)

We use a quantile machine learning (random forests) approach to analyse the predictive ability of newspapers-based macroeconomic attention indexes (MAIs) on eight major fundamentals of the United States on the realized ...
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests

Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; Wohar, Mark E. (Elsevier, 2019-06)

We contribute to research on the predictability of stock returns in two ways. First, we use quantile random forests to study the predictive value of various consumption-based and income-based inequality measures across the ...
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests

Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; Wohar, Mark E. (Elsevier, 2018-08)

We contribute to research on the predictability of stock returns in two ways. First, we use quantile random forests to study the predictive value of various consumption-based and income-based inequality measures across the ...

Now showing items 1-3 of 3

Search UPSpace