Can Machine Learning Techniques Be Used to Predict Market Direction? - the 1,000,000 Model Test

Anticipating that a more comprehensive study might produce a definitive answer to the question of whether the machine learning approach really does have predicative power, in this paper we conduct an analysis of the ability of a wide variety of nonlinear models to forecast market direction in the S&P 500 Index and a selection of liquid component stocks

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Year of publication:	[2023]
Authors:	Kinlay, J ; Rico, Dan
Publisher:	[S.l.] : SSRN
Subject:	Künstliche Intelligenz \| Artificial intelligence \| Prognoseverfahren \| Forecasting model

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Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2023 erstellt
Other identifiers:	10.2139/ssrn.4461437 [DOI]
Classification:	C20 - Econometric Methods: Single Equation Models. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014354056