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An Exploratory Study on the Complexity and Machine Learning Predictability of Stock Market Data
This paper shows if and how the predictability and complexity of stock market data changed over the last half-century and what influence the M1 money supply has. We use three different machine learning algorithms, i.e., a stochastic gradient descent linear regression, a lasso regression, and an XGBo...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8947671/ https://www.ncbi.nlm.nih.gov/pubmed/35327843 http://dx.doi.org/10.3390/e24030332 |