_the-best-of-both-worlds-forecasting-us-equity-market-returns-using-a-hybrid-machine-learning-time-series-approach.jpg "The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning-Time Series Approach from harshdeep Video Screenshot Preview")
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⏲ Duration: 27 min 74 sec
✓ Published: 20-Jun-2023
✓ Published: 20-Jun-2023
Description:
Predicting long-term equity market returns is of great importance for investors to strategically allocate their assets. Harshdeep Ahluwalia, Head of Asset Allocation, Americas for Vanguard Investment Strategy Group is one of the authors invited to discuss the exploration of machine learning methods to forecast US stock returns 10-years ahead and compare the results to the traditional Shiller regression-based forecasts more commonly used in the asset-management industry.nnHarshdeep discussed with
Predicting long-term equity market returns is of great importance for investors to strategically allocate their assets. Harshdeep Ahluwalia, Head of Asset Allocation, Americas for Vanguard Investment Strategy Group is one of the authors invited to discuss the exploration of machine learning methods to forecast US stock returns 10-years ahead and compare the results to the traditional Shiller regression-based forecasts more commonly used in the asset-management industry.nnHarshdeep discussed with
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