Machine learning method for return direction forecast of Exchange Traded Funds (ETFs) using classifcation and regression models
Year of publication: |
2024
|
---|---|
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
|
Subject: | Securities forecast | Machine-learning | Financial market | Algorithmic trading | Prognoseverfahren | Forecasting model | Indexderivat | Index derivative | Finanzmarkt | Prognose | Forecast | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Künstliche Intelligenz | Artificial intelligence |
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