Group penalized logistic regressions predict up and down trends for stock prices
Yanlin Yang, Xuemei Hu, Huifeng Jiang
| Year of publication: |
2022
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|---|---|
| Authors: | Yang, Yanlin ; Hu, Xuemei ; Jiang, Huifeng |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-15
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| Subject: | Group MCP | Group SCAD | Prediction accuracy | Technical indicators | Up and down trends | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101564 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013413355