Algorithmic sign prediction and covariate selection across eleven international stock markets

Markku Karhunen

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalExpert Systems with Applications
Volume115
Pages (from-to)256-263
Number of pages8
ISSN0957-4174
DOIs
Publication statusPublished - Jan 2019
MoE publication typeA1 Journal article-refereed

Fields of Science

  • Stock market indices
  • S&P 500
  • Sign prediction
  • Efficient-market hypothesis
  • Regularized regression
  • Similarity-based classification
  • RETURN PREDICTABILITY
  • UNITED-STATES
  • MODELS
  • REGULARIZATION
  • REGRESSION
  • LASSO
  • OIL
  • 511 Economics

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