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  • Nonlinearities in stock return prediction: A Blended Approach 

    Hodnett, Kathleen; Hsieh, Heng-Hsing; Van Rensberg, Paul (The Clute Institute, 2013)
    Our prior research indicates that there are periods within which nonlinear stock selection models outperform their linear counterparts in the South African equity market. In order to explore the nonlinearities in stock ...