Intraday market predictability : a machine learning approach
Year of publication: |
2023
|
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Authors: | Huddleston, Dillon ; Liu, Fred ; Stentoft, Lars |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 2, p. 485-527
|
Subject: | big data | deep neural networks | elastic net | equity market | Fintech | gradient boosting | high frequency | lasso | machine learning | random forest | return prediction | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Aktienmarkt | Stock market | Big Data | Big data | Data Mining | Data mining | Finanztechnologie | Financial technology |
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