Algorithmic sign prediction and covariate selection across eleven international stock markets

Markku Karhunen

doi:10.1016/j.eswa.2018.07.061

Algorithmic sign prediction and covariate selection across eleven international stock markets

Markku Karhunen

Taloustiede

Tutkimustuotos: Artikkelijulkaisu › Artikkeli › Tieteellinen › vertaisarvioitu

Alkuperäiskieli	englanti
Lehti	Expert Systems with Applications
Vuosikerta	115
Sivut	256-263
Sivumäärä	8
ISSN	0957-4174
DOI - pysyväislinkit	https://doi.org/10.1016/j.eswa.2018.07.061
Tila	Julkaistu - tammik. 2019
OKM-julkaisutyyppi	A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä, vertaisarvioitu

Tieteenalat

511 Kansantaloustiede

Pääsy asiakirjaan

10.1016/j.eswa.2018.07.061

Siteeraa tätä

@article{23af93223a2b4da996b8ab9dd5feee76,

title = "Algorithmic sign prediction and covariate selection across eleven international stock markets",

keywords = "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",

author = "Markku Karhunen",

year = "2019",

month = jan,

doi = "10.1016/j.eswa.2018.07.061",

language = "English",

volume = "115",

pages = "256--263",

journal = "Expert Systems with Applications",

issn = "0957-4174",

publisher = "Elsevier Scientific Publ. Co",

}

TY - JOUR

T1 - Algorithmic sign prediction and covariate selection across eleven international stock markets

AU - Karhunen, Markku

PY - 2019/1

Y1 - 2019/1

KW - Stock market indices

KW - S&P 500

KW - Sign prediction

KW - Efficient-market hypothesis

KW - Regularized regression

KW - Similarity-based classification

KW - RETURN PREDICTABILITY

KW - UNITED-STATES

KW - MODELS

KW - REGULARIZATION

KW - REGRESSION

KW - LASSO

KW - OIL

KW - 511 Economics

U2 - 10.1016/j.eswa.2018.07.061

DO - 10.1016/j.eswa.2018.07.061

M3 - Article

VL - 115

SP - 256

EP - 263

JO - Expert Systems with Applications

JF - Expert Systems with Applications

SN - 0957-4174

ER -