Machine Learning for Earnings Forecasts
(by Ralf Elsas, LMU Munich, Germany, 02/19/2024, updated on 03/01/2024 to correct for errors in […]
Test German BERT Named Entity Recognition with Matlab (Updated)
This script illustrates how to use a German BERT model for named entity recognition in Matlab and compares the predictive performance of such a transformer model to the performance of the „addEntityDetails“function of Mathwork’s „Text Analytics“ toolbox.
Structural Break Test
Coypright: Ralf Elsas, 03/13/2022 Table of Contents 1 Motivation2 Simulation Parameters3 Simulation of returns4 […]