...Xiaojun Chu; Yating Gu Purpose This paper aims to enhance the predictability of stock returns. Existing studies have used investor sentiment to forecast stock returns. However, it is unclear whether high-frequency intraday investor sentiment can enhance the forecasting performance of low-frequency...

... wavelet transformation (MODWT) are used to decompose the original time series into two distinct sets of granular subseries. In the third stage, long- and short-term memory network (LSTM) and extreme gradient boosting (XGB) are applied to the decomposed subseries to estimate the initial forecasts. Lastly...

... Forecasting Persistence Mean reversion In this paper I review the trends in the literature on financial statement analysis (FSA), and provide insights into the relevance of FSA research in emerging trends. FSA research is generally concerned with two key issues – improving fundamental analysis...

... price and output and target level. The Taylor rule has caught broad attention and develops quickly since its proposal, and relevant scholars develop Taylor mainly in the following aspects. © Emerald Group Publishing Limited 2015 Monetary policy Forecasting Exchange rate Non-linear...