Forecasting stock market out-of-sample with regularised regression training techniques
Forecasting stock market out-of-sample is a major concern to researchers in finance and emerging markets. This research focuses mainly on the application of regularised Regression Training (RT) techniques to forecast monthly equity premium out-of-sample recursively with an expanding window method. A...
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| Format: | Article |
| Language: | English |
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Science and Education Publishing
2023
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| Online Access: | https://repository.londonmet.ac.uk/8541/1/ijefm-11-1-1.pdf |