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Forecasting Stock Market Out-of-Sample with Regularised Regression Training Techniques

by Jonathan Iworiso

International Journal of Econometrics and Financial Management. 2023, 11(1), 1-12. DOI: 10.12691/ijefm-11-1-1
Pub. Date: May 07, 2023Views: 2525 Downloads: 3024Like: 1

regression training out-of-sample expanding window statistical predictability economic significance utility gains

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