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regularization techniques- the Standard lasso, the Adaptive lasso, the Minimum Schwarz Bayesian information criterion lasso, and the … lasso inferential techniques of double-selection linear regression, partialing-out lasso linear regression, and partialing …-out lasso instrumental variable regression. Policy recommendations are also provided in line with the AfCFTA and the green …
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We analyze the performance of investable portfolios built using predicted stock returns from machine learning methods and attribute their performance to linear, marginal non-linear and interaction effects. We use a large set of features including price-based, fundamental-based, and...
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