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Penalized logistic regressions with technical indicators predict up and down trends
Correctly predicting up and down trends for stock prices is of immense important in the financial market. To further improve the prediction performance, in this paper we introduce five penalties: ridge, least absolute shrinkage and selection operator, elastic net, smoothly clipped absolute deviation...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9379894/ https://www.ncbi.nlm.nih.gov/pubmed/35992192 http://dx.doi.org/10.1007/s00500-022-07404-1 |