Accounting information and stock returns in Vietnam securities market: Machine learning approach

Accounting information and stock returns in Vietnam securities market: Machine learning approach

This paper studies the relationship between accounting information reflected in financial statements and stock return in Vietnam Stock Market. The authors propose a research model to define the relationship. Besides, machine learning algorithms are used in researching and forecasting, with data obt...

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Bibliographic Details
Main Authors: Ngoc Hung Dang, Thi Thuy Van Vu, Thi Nhat Le Dao
Format: Article
Language:Spanish
Published: Pontificia Universidad Católica del Perú 2022-06-01
Series:Contabilidad y Negocios: Revista del Departamento Académico de Ciencias Administrativas
Subjects:
stock return
machine learning
decision tree
gradient boosting
elastic net
accounting information
Online Access:https://revistas.pucp.edu.pe/index.php/contabilidadyNegocios/article/view/25398

Internet

https://revistas.pucp.edu.pe/index.php/contabilidadyNegocios/article/view/25398

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