Stock price predictability and the business cycle via machine learning
The negative effects of data shifts on machine learning (ML) model performance have been extensively characterized in numerous applications of ML (e.g. natural language processing). However, few studies are exploring the data-shifting effects of the business cycle, particularly in the context of sto...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
Nanyang Technological University
2023
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/165925 |