most citedTail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms

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Regression and Forecasting of U.S. Stock Returns Based on LSTM

Shicheng Zhou, Zizhou Zhang, Rong Zhang +3

This paper analyses the investment returns of three stock sectors, Manuf, Hitec, and Other, in the U.S. stock market, based on the Fama-French three-factor model, the Carhart four-…