Lassoed boosting and linear prediction in the equities market
Huang Xiao
| Year of publication: |
2024
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|---|---|
| Authors: | Huang, Xiao |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 43.2024, 9, p. 733-751
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| Subject: | Lassoed boosting | linear regression | parameter attribution | return prediction | variable selection | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2024.2359475 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050638