Testing for Predictability in Financial Returns Using Statistical Learning Procedures (Q3192399)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing for Predictability in Financial Returns Using Statistical Learning Procedures |
scientific article |
Statements
Testing for Predictability in Financial Returns Using Statistical Learning Procedures (English)
0 references
12 October 2015
0 references
martingale difference hypothesis
0 references
machine learning
0 references
data mining
0 references
forecasting, random forest
0 references
support vector machine
0 references
neural network
0 references