Machine Learning May not Outperform ARMAX in Forecasting Stock Returns

@article{tsung-wu2026,
  title        = {{Machine Learning May not Outperform ARMAX in Forecasting Stock Returns}},
  author       = {Tsung-wu Ho & Ya-chi Lin},
  journal      = {Open Economies Review},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1007/s11079-026-09852-w},
}

TY  - JOUR
TI  - Machine Learning May not Outperform ARMAX in Forecasting Stock Returns
AU  - Ho, Tsung-wu
AU  - Lin, Ya-chi
JO  - Open Economies Review
PY  - 2026
ER  -

Tsung-wu Ho & Ya-chi Lin (2026). Machine Learning May not Outperform ARMAX in Forecasting Stock Returns. *Open Economies Review*. https://doi.org/https://doi.org/10.1007/s11079-026-09852-w

Tsung-wu Ho & Ya-chi Lin. "Machine Learning May not Outperform ARMAX in Forecasting Stock Returns." *Open Economies Review* (2026). https://doi.org/https://doi.org/10.1007/s11079-026-09852-w.

Machine Learning May not Outperform ARMAX in Forecasting Stock Returns
Tsung-wu Ho & Ya-chi Lin · Open Economies Review · 2026
https://doi.org/https://doi.org/10.1007/s11079-026-09852-w