I am sure there are a lot of papers that are related to stock market analysis.. but I haven't been able to find ones that fit my needs most. I want to read papers, replicate their analysis, and use them for my current job. Specifically, I am seeking to build a model that
1) given a timeframe, determines which factors (sectors, regions, styles, etc) influence the stock market, say S&P 500 or MSCI ACWI. The number of factors can be as many as 100.
2) uses some machine learning techniques.. other than simply linear regression..
3) not too difficult to implement.
Thank you for your help in advance!