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RePEcPortfolio & Allocation

Machine Learning for ETF Forecast

Machine learning can predict exchange traded funds returns, with some models surpassing the buy & hold strategy.

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:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10385-4

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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