CHOI, Darwin
Source: https://bm.hkust.edu.hk/faculty/choi-darwin-1 Parent: https://bm.hkust.edu.hk/bizinsight/biztalks
CHOI, Darwin
Associate Head of FINA, Associate Professor
Department of Finance
Recent Activities
Using AI to Predict Stock Returns
Cross-section of Stock Returns
This paper delves into the application of machine learning to forecast international stock returns based on firm characteristics. We reveal that market-specific training significantly enhances the performance of neural networks (NNs), as NNs trained on individual markets outperform those using a global model based on U.S. data. Our analysis shows that NNs ... Read More
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