RePEcML & AI Methods
Autoregressive Random Forests for Financial Research
The paper shows the effectiveness of Random Regression Forests for optimal lag selection in data series, outperforming other methods.
Featured in No. 64 on 5 Sep 2024 · on release day
- Released
- 5 Sep 2024
- First featured
- No. 64 · 5 Sep 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10429-9
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).