Forecasting ETF Performance: A Comparative Study of Deep Learning Models and the Fama-French Three-Factor Model
The global financial landscape has witnessed a significant shift towards Exchange-Traded Funds (ETFs), with their market capitalization surpassing USD 10 trillion in 2023, due to advantages such as low management fees, high liquidity, and broad market exposure. As ETFs become increasingly central to...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-10-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/19/3158 |