Showing 1 - 2 of 2
This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Forecast horizons range from 1 week up to 1 month. The machine learning algorithms employed are ridge regression, decision tree learning, adaptive boosting,...
Persistent link: https://www.econbiz.de/10013251197
Persistent link: https://www.econbiz.de/10015077948