Machine learning method for return direction forecast of Exchange Traded Funds (ETFs) using classifcation and regression models
Raphael Paulo Beal Piovezan, Pedro Paulo de Andrade Junior, Sérgio Luciano Ávila
| Year of publication: |
2024
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|---|---|
| Authors: | Paulo Beal Piovezan, Raphael ; Andrade Júnior, Pedro Paulo de ; Ávila, Sérgio Luciano |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 5, p. 1827-1852
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| Subject: | Securities forecast | Machine-learning | Financial market | Algorithmic trading | Indexderivat | Index derivative | Prognoseverfahren | Forecasting model | Finanzmarkt | Künstliche Intelligenz | Artificial intelligence | Elektronisches Handelssystem | Electronic trading | Finanzanalyse | Financial analysis | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10385-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014549448