Cheng Zhang

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20232026

most cited1D-CapsNet-LSTM: A Deep Learning-Based Model for Multi-Step Stock Index Forecasting

24 citations · 24 across the 3 of their papers we have counts for

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econ.EM2026

A Nontrivial Upper Bound on the Out-of-Sample $R^{2}$ in Return Forecasting

Cheng Zhang

This study establishes a nontrivial upper bound on the out-of-sample $R^{2}$ ( $R_{OOS}^{2}$ ) in return forecasting. In particular, we define a coin-flip oracle model that, under…

A Nontrivial Upper Bound on the Out-of-Sample R2 in Return Forecasting

A Nontrivial Upper Bound on the Out-of-Sample $R^{2}$ in Return Forecasting