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RePEcDerivatives & Volatility

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
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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).

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