暂无分享,去创建一个
[1] Francisco Jareño,et al. US Stock Market And Macroeconomic Factors , 2015 .
[2] T. Mukherjee,et al. DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL , 1995 .
[3] Chung S. Kwon,et al. Cointegration and causality between macroeconomic variables and stock market returns , 1999 .
[4] Mark Grinblatt,et al. Do Industries Explain Momentum , 1999 .
[5] A. Clare,et al. MACROECONOMIC FACTORS, THE APT AND THE UK STOCKMARKET , 1994 .
[6] Arthur E. Hoerl,et al. Ridge Regression: Biased Estimation for Nonorthogonal Problems , 2000, Technometrics.
[7] G. Phillips,et al. Tactical Asset Allocation with Macroeconomic Factors , 2014, The Journal of Wealth Management.
[8] M. Flannery,et al. Macroeconomic Factors Do Influence Aggregate Stock Returns , 2002 .
[9] Herbert Jaeger,et al. The''echo state''approach to analysing and training recurrent neural networks , 2001 .
[10] Aixia Guo,et al. Gene Selection for Cancer Classification using Support Vector Machines , 2014 .
[11] Nai-fu Chen,et al. Financial Investment Opportunities and the Macroeconomy , 1991 .
[12] Tarika Singh,et al. Macroeconomic factors and stock returns: Evidence from Taiwan , 2011 .
[13] George Tweneboah,et al. Macroeconomic Factors and Stock Market Movement: Evidence from Ghana , 2008 .
[14] Jürgen Schmidhuber,et al. Long Short-Term Memory , 1997, Neural Computation.
[15] Yoshua Bengio,et al. Learning Phrase Representations using RNN Encoder–Decoder for Statistical Machine Translation , 2014, EMNLP.
[16] William P. Jennings,et al. Eta® Analysis of Portfolios: The Economy Matters , 2012, The Journal of Wealth Management.
[17] Yihui Zhang,et al. A Novel Lasso Regression Model for Sector Rotation Trading Strategies with "Economy-Policy" Cycles , 2020, 2020 IEEE International Conference on Big Data (Big Data).
[18] R. Ren,et al. A New Sector Rotation Strategy and its Performance Evaluation: Based on a Principal Component Regression Model , 2015 .
[19] An Investigation of the Macroeconomic Factors Affecting the Indian Stock Market , 2018 .
[20] Thomas Raffinot,et al. Investing Through Economic Cycles with Ensemble Machine Learning Algorithms , 2016 .
[21] A. E. Hoerl,et al. Ridge Regression: Applications to Nonorthogonal Problems , 1970 .
[22] Ye Zhu,et al. Utilizing Macroeconomic Factors for Sector Rotation based on Interpretable Machine Learning and Explainable AI , 2020, 2020 IEEE International Conference on Big Data (Big Data).
[23] Frode Sættem,et al. Causal relations among stock returns and macroeconomic variables in a small, open economy , 1999 .
[24] M. Sauer. Sector Rotation through the Business Cycle: A Machine Learning Regime Approach , 2019, SSRN Electronic Journal.
[25] Herbert Jaeger,et al. Optimization and applications of echo state networks with leaky- integrator neurons , 2007, Neural Networks.
[26] G. Phillips,et al. Sector Rotation with Macroeconomic Factors , 2015, The Journal of Wealth Management.
[27] Geoffrey E. Hinton,et al. Learning representations by back-propagating errors , 1986, Nature.
[28] S. Ross,et al. Economic Forces and the Stock Market , 1986 .
[29] Yoshua Bengio,et al. Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling , 2014, ArXiv.