Forecasting monthly stock returns via machine learning

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dc.contributorAalto Universityen
dc.contributorAalto-yliopistofi
dc.contributor.advisorPuttonen, Vesa
dc.contributor.advisorNyberg, Peter
dc.contributor.authorJuntunen, Nikolaus
dc.contributor.departmentRahoituksen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2022-06-19T16:01:31Z
dc.date.available2022-06-19T16:01:31Z
dc.date.issued2022
dc.format.extent44 + 14
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/115082
dc.identifier.urnURN:NBN:fi:aalto-202206193923
dc.language.isoenen
dc.locationP1 Ifi
dc.programmeFinanceen
dc.subject.keywordneural networken
dc.subject.keywordmachine learningen
dc.subject.keywordstock returnsen
dc.subject.keywordpredictionen
dc.subject.keyworddecision treeen
dc.titleForecasting monthly stock returns via machine learningen
dc.typeG2 Pro gradu, diplomityöfi
dc.type.ontasotMaster's thesisen
dc.type.ontasotMaisterin opinnäytefi
local.aalto.electroniconlyyes
local.aalto.openaccessno

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