RePEcML & AI Methods
Machine learning in algorithmic investment strategies on global stock markets
Algorithmic investment strategies using machine learning models perform better than passive strategies, with Linear Support Vector Machine and Bayesian Generalized Linear Model being the most effective, research shows.
Featured in No. 20 on 12 Oct 2023 · on release day
- Released
- 12 Oct 2023
- First featured
- No. 20 · 12 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 31
- Identifier
- RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001782
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).