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Predicting the European stock market during COVID-19: A machine learning approach

This research attempts to explore the total of 21 potential internal and external shocks to the European market during the Covid-19 Crisis. Using the time series of 1 Jan 2020 to 26 June 2020, I employ a machine learning technique, i.e. Least Absolute Shrinkage and Selection Operator (LASSO) to exam...

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Detalles Bibliográficos
Autores principales:	Khattak, Mudeer Ahmed, Ali, Mohsin, Rizvi, Syed Aun R.
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier 2020
Materias:	Method Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7777545/ https://www.ncbi.nlm.nih.gov/pubmed/33425689 http://dx.doi.org/10.1016/j.mex.2020.101198

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