David Rapach
Saint Louis University
H-index: 41
North America-United States
Top articles of David Rapach
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Is the Last Mile More Arduous? | Policy Hub | David E Rapach | 2024/1/16 |
The Anatomy of Portfolio Performance: A Shapley-Based Approach | Available at SSRN | Philippe Goulet Coulombe David Rapach Erik Christian Montes Schütte Sander Schwenk-Nebbe | 2023/11/9 |
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data | International Journal of Forecasting | Daniel Borup David E Rapach Erik Christian Montes Schütte | 2023/7/1 |
Cross-sectional expected returns: New fama-macbeth regressions in the era of machine learning | Available at SSRN 3185335 | Yufeng Han Ai He David Rapach Guofu Zhou | 2023/4/28 |
Cryptocurrency Return Predictability: A Machine-Learning Analysis | Available at SSRN 3914414 | Ilias Filippou David Rapach Christoffer Thimsen | 2023/2/8 |
Forecasting: theory and practice | Fotios Petropoulos Daniele Apiletti Vassilios Assimakopoulos Mohamed Zied Babai Devon K Barrow | 2022/7/1 | |
Asset pricing: Time-series predictability | David Rapach Guofu Zhou | 2022/3/24 | |
Anomalies and the expected market return | The Journal of Finance | Xi Dong Yan Li David E Rapach Guofu Zhou | 2022/2 |
The anatomy of out-of-sample forecasting accuracy | Daniel Borup Philippe Goulet Coulombe David Rapach Erik Christian Montes Schütte Sander Schwenk-Nebbe | 2022/11/16 | |
Now-and backcasting initial claims with high-dimensional daily internet search-volume data | Daniel Borup David E Rapach Erik Christian Montes Schütte | 2021/1/11 | |
Sparse macro factors | Available at SSRN 3259447 | David Rapach Guofu Zhou | 2021 |
Boosting cryptocurrency return prediction | Available at SSRN | Ilias Filippou David Rapach Christoffer Thimsen | 2021/8/30 |
Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio | Ilias Filippou David Rapach Mark P Taylor Guofu Zhou | 2020/9/1 | |
Firm characteristics and expected stock returns | Available at SSRN | Yufeng Han Ai He David Rapach Guofu Zhou | 2020 |
2 The rise and decline of a university1 | Power and Protest at an American University: No Confidence, No Fear | David E Rapach Bonnie Wilson | 2020/10/27 |
Time‐series and cross‐sectional stock return forecasting: New machine learning methods | Machine learning for asset management: New developments and financial applications | David E Rapach Guofu Zhou | 2020/6/30 |
Bayesian Estimation of Macro-Finance DSGE Models with Stochastic Volatility | Available at SSRN 3469356 | David Rapach Fei Tan | 2020/3/17 |