Predicting US Stock Market Direction
Machine learning models, specifically random forests and bagging, are superior in predicting S&P 500 returns using volatility indices.
Featured in No. 53 on 12 Jun 2024 · on release day
- Released
- 12 Jun 2024
- First featured
- No. 53 · 12 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 26
- Identifier
- RePEc:eee:intfor:v:40:y:2024:i:3:p:869-880
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).