ML-QuantSubscribe

RePEcDerivatives & Volatility

Predictive Model Performance in Covid-19 and Russian-Ukrainian War

The study explores the use of artificial intelligence in predicting stock market trends in volatile situations, showing its superior performance over linear regression, particularly after the Russian-Ukrainian war.

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
17
Identifier
RePEc:pfq:journl:v:69:y:2023:i:2:p:118-132

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

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page