Stock returns forecasting via a novel machine learning method

doi:10.1016/j.irfa.2025.104829

Stock returns forecasting via a novel machine learning method

2025-12-03

0

PRE

AI

DOI：10.1016/j.irfa.2025.104829

Original

Original request for help

Save

Abstract

En 中文

• We propose a novel EEMD-GRU-Informer method for stock return forecasting. • The proposed model forecasts stock returns using a large set of predictors. • The proposed method demonstrates significantly better performance than competing models. • The results are robust across several checks.

Stock returns forecasting via a novel machine learning method

Abstract

Journal

Organization